A Regime-Switching Relative Value Arbitrage Rule
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Publication:5391976
DOI10.1007/978-3-642-00142-0_2zbMath1209.91175OpenAlexW2104579924MaRDI QIDQ5391976
Publication date: 7 April 2011
Published in: Operations Research Proceedings 2008 (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-00142-0_2
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
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