Pages that link to "Item:Q2151680"
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The following pages link to Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680):
Displaying 8 items.
- Statistical arbitrage with default and collateral (Q991350) (← links)
- On modelling long term stock returns with ergodic diffusion processes: arbitrage and arbitrage-free specifications (Q1039919) (← links)
- Implied price processes anchored in statistical realizations (Q2085829) (← links)
- Risk control of mean-reversion time in statistical arbitrage (Q3119660) (← links)
- Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323) (← links)
- Generalized statistical arbitrage concepts and related gain strategies (Q6054359) (← links)
- Statistical arbitrage: factor investing approach (Q6201542) (← links)
- Statistical arbitrage under a fractal price model (Q6546999) (← links)