Pages that link to "Item:Q2356558"
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The following pages link to Pairs trading: an optimal selling rule (Q2356558):
Displaying 10 items.
- Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316) (← links)
- Optimal closing of a pair trade with a model containing jumps. (Q375434) (← links)
- Loss protection in pairs trading through minimum profit bounds: A cointegration approach (Q955479) (← links)
- Costly arbitrage through pairs trading (Q1657539) (← links)
- Pairs trading with illiquidity and position limits (Q2244254) (← links)
- Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses (Q2307598) (← links)
- An optimal pairs-trading rule (Q2350749) (← links)
- Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
- (Q5072165) (← links)
- Pairs Trading with Opportunity Cost (Q5416556) (← links)