Stochastic algorithms and numerics for mean-reverting asset trading
Year of publication: |
2011
|
---|---|
Authors: | Zhang, Qing ; Zhuang, C. ; Yin, George |
Published in: |
Stochastic analysis, stochastic systems, and applications to finance. - New Jersey [u.a.] : World Scientific, ISBN 981-4355-70-4. - 2011, p. 245-261
|
Subject: | Stochastischer Prozess | Stochastic process | Theorie | Theory | Portfolio-Management | Portfolio selection |
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