Optimal stop-loss rules in markets with long-range dependence
type: Item
instance of: scholarly article
title: Optimal stop-loss rules in markets with long-range dependence
zbMATH Open document ID: 1542.91387
DOI: 10.1080/14697688.2024.2306830
author: Yun Xiang
author: Shi-Jie Deng
published in: Quantitative Finance
publication date: 2024-05-29T00:00:00Z
Mathematics Subject Classification ID: 91G15
Mathematics Subject Classification ID: 60G22
zbMATH DE Number: 7855700
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 7855700