A stochastic model for commodity pairs trading

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Publication:4554248

DOI10.1080/14697688.2016.1211793zbMath1400.91591OpenAlexW2483327239MaRDI QIDQ4554248

Ahmet Göncü, Erdinç Akyıldırım

Publication date: 13 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2016.1211793




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