Pairs trading with illiquidity and position limits
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Publication:2244254
DOI10.3934/JIMO.2019090zbMath1476.91148OpenAlexW2963049383MaRDI QIDQ2244254
Hoi Ying Wong, Mei Choi Chiu, Menglu Feng
Publication date: 12 November 2021
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2019090
Cites Work
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