Pages that link to "Item:Q2307598"
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The following pages link to Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses (Q2307598):
Displaying 4 items.
- Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
- Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← links)
- On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers (Q6092460) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
