Optimal liquidation of a pairs trade
Erik Ekström, Carl Lindberg, and Johan Tysk
| Year of publication: |
2011
|
|---|---|
| Authors: | Ekström, Erik ; Lindberg, Carl ; Tysk, Johan |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 247-255
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008991288