Pages that link to "Item:Q275316"
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The following pages link to Optimal switching for the pairs trading rule: a viscosity solutions approach (Q275316):
Displaying 9 items.
- A free boundary problem arising from a multi-state regime-switching stock trading model (Q2172474) (← links)
- Algorithmic trading of co-integrated assets (Q2828051) (← links)
- Model-based pairs trading in the bitcoin markets (Q4555101) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- Time-Consistent Mean-Variance Pairs-Trading Under Regime-Switching Cointegration (Q4971976) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- Pairs trading under delayed cointegration (Q5039626) (← links)
- High-dimensional Statistical Arbitrage with Factor Models and Stochastic Control (Q5207795) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
