Pages that link to "Item:Q4683080"
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The following pages link to Statistical arbitrage in the Black–Scholes framework (Q4683080):
Displaying 13 items.
- Statistical arbitrage with default and collateral (Q991350) (← links)
- Risk-adjusted returns from statistical arbitrage opportunities in Indian stock futures market (Q2036881) (← links)
- Statistical arbitrage in jump-diffusion models with compound Poisson processes (Q2151680) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- Statistical testing for asymptotic no-arbitrage in financial markets (Q2786041) (← links)
- Risk control of mean-reversion time in statistical arbitrage (Q3119660) (← links)
- A stochastic model for commodity pairs trading (Q4554248) (← links)
- Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323) (← links)
- Statistical arbitrage under the efficient market hypothesis (Q5880030) (← links)
- Generalized statistical arbitrage concepts and related gain strategies (Q6054359) (← links)
- Statistical arbitrage: factor investing approach (Q6201542) (← links)
- Pairs trading with topological data analysis (Q6492031) (← links)
- Statistical arbitrage under a fractal price model (Q6546999) (← links)