Pages that link to "Item:Q4608111"
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The following pages link to MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111):
Displaying 5 items.
- APPROXIMATION METHODS FOR INHOMOGENEOUS GEOMETRIC BROWNIAN MOTION (Q4631690) (← links)
- TRADING MULTIPLE MEAN REVERSION (Q5066298) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- Continuous‐time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations (Q6196292) (← links)