Pairs trading under a mean reversion model with regime switching (Q6668654)
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scientific article; zbMATH DE number 7972563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pairs trading under a mean reversion model with regime switching |
scientific article; zbMATH DE number 7972563 |
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Pairs trading under a mean reversion model with regime switching (English)
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22 January 2025
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pairs trading
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optimal policy
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quasi-variational inequalities
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regime switching
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Brownian motions
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mean reversions
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