Pages that link to "Item:Q2307598"
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The following pages link to Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses (Q2307598):
Displaying 12 items.
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Costly arbitrage through pairs trading (Q1657539) (← links)
- Optimal pairs trading with dynamic mean-variance objective (Q2238762) (← links)
- Pairs trading: an optimal selling rule (Q2356558) (← links)
- Bertram's pairs trading strategy with bounded risk (Q2673290) (← links)
- OPTIMAL TRADE EXECUTION UNDER GEOMETRIC BROWNIAN MOTION IN THE ALMGREN AND CHRISS FRAMEWORK (Q3006607) (← links)
- Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
- Maximum principle for partially observed stochastic recursive optimal control problems involving impulse controls (Q6054476) (← 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)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)