Optimal convergence trading with unobservable pricing errors
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Publication:2241060
DOI10.1007/s10479-020-03647-zzbMath1474.91174arXiv1910.01438OpenAlexW3028996548MaRDI QIDQ2241060
Sühan Altay, Zehra Eksi, Katia Colaneri
Publication date: 8 November 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.01438
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