Pages that link to "Item:Q1626514"
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The following pages link to An optimal strategy for pairs trading under geometric Brownian motions (Q1626514):
Displaying 18 items.
- Optimal closing of a pair trade with a model containing jumps. (Q375434) (← links)
- Costly arbitrage through pairs trading (Q1657539) (← links)
- Dynamic pairs trading using the stochastic control approach (Q1994134) (← links)
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- Generalization of affine feedback stock trading results to include stop-loss orders (Q2063816) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses (Q2307598) (← links)
- An optimal pairs-trading rule (Q2350749) (← links)
- Pairs trading: an optimal selling rule (Q2356558) (← links)
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- Optimal pairs trading strategies: a stochastic mean-variance approach (Q2679556) (← links)
- A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (Q2795443) (← links)
- OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
- Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
- Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
- On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers (Q6092460) (← links)
- Optimal pairs trading of mean-reverting processes over multiple assets (Q6164088) (← links)
- An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment (Q6574638) (← links)
