MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111)
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scientific article; zbMATH DE number 6850642
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS |
scientific article; zbMATH DE number 6850642 |
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MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (English)
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15 March 2018
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spread trading
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optimal stopping
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mean reversion
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free-boundary problem
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local time
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