Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-reverting spread trading: nonlinear integral equation approach |
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Optimal mean-reverting spread trading: nonlinear integral equation approach (English)
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13 October 2017
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spread trading
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optimal stopping
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free-boundary problem
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local time
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integral equation
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