Optimal investment and consumption for pairs trading financial markets on small time interval

arXiv1712.04333MaRDI QIDQ6295154

Sahar Albosaily, Serge M. Pergamenshchikov

Publication date: 8 December 2017

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60G05: Foundations of stochastic processes