A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (Q2795443)
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scientific article; zbMATH DE number 6558931
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters |
scientific article; zbMATH DE number 6558931 |
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A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time-dependent parameters (English)
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21 March 2016
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Lie symmetries
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stochastic control
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financial mathematics
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evolution partial differential equations
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