Pages that link to "Item:Q375434"
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The following pages link to Optimal closing of a pair trade with a model containing jumps. (Q375434):
Displaying 7 items.
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns (Q5235460) (← links)
- Pairs Trading with Opportunity Cost (Q5416556) (← links)
- A CLOSED-FORM SOLUTION FOR OPTIMAL ORNSTEIN–UHLENBECK DRIVEN TRADING STRATEGIES (Q5854328) (← links)
