Pages that link to "Item:Q4562480"
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The following pages link to A Stochastic Approximation Approach for Trend-Following Trading (Q4562480):
Displaying 8 items.
- Optimal trend-following trading rules under a three-state regime switching model (Q450062) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
- Multi-asset scenario building for trend-following trading strategies (Q2241067) (← links)
- Optimal trend following trading rules (Q2806822) (← links)
- (Q3161927) (← links)
- (Q3400733) (← links)
- Analysis of the total profitability asymptotic distribution for a trade algorithm (Q5451974) (← links)