Pages that link to "Item:Q2247920"
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The following pages link to An optimal trading rule under a switchable mean-reversion model (Q2247920):
Displaying 17 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
- An optimal trading rule of a mean-reverting asset (Q618955) (← links)
- An efficient algorithm for the optimal market timing over two stocks (Q1884653) (← links)
- Stock trading rules under a switchable market (Q1941671) (← links)
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
- BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET (Q3173706) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- Pairs trading under a mean reversion model with regime switching (Q6668654) (← links)
