Speculative trading in mean reverting markets (Q704070)
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scientific article; zbMATH DE number 2127028
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Speculative trading in mean reverting markets |
scientific article; zbMATH DE number 2127028 |
Statements
Speculative trading in mean reverting markets (English)
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12 January 2005
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Decision analysis
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Mean reverting processes
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Commodity markets
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Optimal strategy
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Simulation analysis
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0.9253704
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0.8801516
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0.87801296
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0.8776248
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0.8536095
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