An optimal trading rule of a mean-reverting asset (Q618955)
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scientific article; zbMATH DE number 5837941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal trading rule of a mean-reverting asset |
scientific article; zbMATH DE number 5837941 |
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An optimal trading rule of a mean-reverting asset (English)
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17 January 2011
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optimal stopping
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quasi-variational inequalities
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mean-reverting process
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0.93935996
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0.9200781
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0.8864896
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0.8852148
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0.87433106
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0.8658662
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0.8655721
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