Statistical arbitrage under a fractal price model (Q6546999)
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scientific article; zbMATH DE number 7856405
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical arbitrage under a fractal price model |
scientific article; zbMATH DE number 7856405 |
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Statistical arbitrage under a fractal price model (English)
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30 May 2024
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fractional Brownian motion
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statistical arbitrage
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Thompson sampling
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Monte Carlo simulation
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