Pages that link to "Item:Q2440761"
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The following pages link to Trading a mean-reverting asset: buy low and sell high (Q2440761):
Displaying 9 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Real option valuation for reserve capacity (Q1752795) (← links)
