An optimal strategy for pairs trading under geometric Brownian motions (Q1626514)
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scientific article; zbMATH DE number 6985477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal strategy for pairs trading under geometric Brownian motions |
scientific article; zbMATH DE number 6985477 |
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An optimal strategy for pairs trading under geometric Brownian motions (English)
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27 November 2018
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pairs trading
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optimal policy
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quasi-variational inequalities
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