Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (Q539794)
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scientific article; zbMATH DE number 5902624
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique |
scientific article; zbMATH DE number 5902624 |
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Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique (English)
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31 May 2011
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pairs trading
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cointegration
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integral equation
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mean first-passage time
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