Pairs trading under geometric Brownian motions with regime switching (Q6553150)
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scientific article; zbMATH DE number 7862920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pairs trading under geometric Brownian motions with regime switching |
scientific article; zbMATH DE number 7862920 |
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Pairs trading under geometric Brownian motions with regime switching (English)
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11 June 2024
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pairs trading
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optimal policy
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quasi-variational inequalities
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geometric Brownian motions with regime switching
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