Phong Thanh Luu
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Person:5050092
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A mean reversion selling rule with constraints Mathematical Control and Related Fields | 2025-02-27 | Paper |
| Pairs trading under a mean reversion model with regime switching Numerical Algebra, Control and Optimization | 2025-01-22 | Paper |
| Pairs trading under geometric Brownian motions with regime switching Pure and Applied Functional Analysis | 2024-06-11 | Paper |
| Pairs trading under geometric Brownian motion models Stochastic Analysis, Filtering, and Stochastic Optimization | 2022-11-15 | Paper |
| scientific article; zbMATH DE number 7514018 (Why is no real title available?) | 2022-04-25 | Paper |
Research outcomes over time
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