Pages that link to "Item:Q5139232"
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The following pages link to Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232):
Displaying 3 items.
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Generalised Lyapunov Functions and Functionally Generated Trading Strategies (Q5207794) (← links)
- Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework (Q6490771) (← links)