Statistical arbitrage under the efficient market hypothesis (Q5880030)
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scientific article; zbMATH DE number 7660226
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical arbitrage under the efficient market hypothesis |
scientific article; zbMATH DE number 7660226 |
Statements
Statistical arbitrage under the efficient market hypothesis (English)
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7 March 2023
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stationary process
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statistical arbitrage
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Black-Scholes model
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