A regime-switching relative value arbitrage rule
Year of publication: |
2009
|
---|---|
Authors: | Bock, Michael ; Mestel, Roland |
Published in: |
Operations research proceedings 2008 : selected papers of the annual international conference of the German Operations Research Society (GOR) University of Augsburg, September 3 - 5, 2008. - Berlin : Springer, ISBN 978-3-642-00141-3. - 2009, p. 9-14
|
Subject: | Arbitrage | Markov-Kette | Markov chain |
-
A note on arbitrage under transaction costs
Irle, Albrecht, (2008)
-
No arbitrage under transaction costs, with fractional Brownian motion and beyond
Guasoni, Paolo, (2006)
-
Stanescu, Silvia, (2014)
- More ...
-
A Regime-Switching Relative Value Arbitrage Rule
Bock, Michael, (2008)
-
Mischsysteme am Beispiel von CyberCash : der mögliche Bezahlstandard für Deutschland
Bock, Michael, (1999)
-
Angewandte Kriminologie für Sozialarbeiter
Bock, Michael, (2009)
- More ...