Trading a mean-reverting asset: buy low and sell high
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Publication:2440761
DOI10.1016/j.automatica.2007.11.003zbMath1283.93257OpenAlexW2170924674MaRDI QIDQ2440761
Publication date: 19 March 2014
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2007.11.003
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