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Mean Reversion
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Option pricing theory
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Computational Management Science : CMS
International journal of theoretical and applied finance
19
Applied economics
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Risks : open access journal
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The journal of futures markets
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of financial and quantitative analysis : JFQA
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Journal of money, credit and banking : JMCB
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Research in international business and finance
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SFB 649 Discussion Paper
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SFB 649 Discussion Papers
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The financial review : the official publication of the Eastern Finance Association
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The journal of asset management
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The journal of real estate finance and economics
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ECONIS (ZBW)
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Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
Saved in:
2
Risk and reward of home equity borrowing for investment in Canada : a stochastic analysis
Naseem, Almas
;
Reesor, R. Mark
- In:
Computational Management Science : CMS
12
(
2015
)
1
,
pp. 45-79
Persistent link: https://www.econbiz.de/10010481794
Saved in:
3
Dynamic modelling of mean-reverting spreads for statistical arbitrage
Triantafyllopoulos, K.
;
Montana, G.
- In:
Computational Management Science : CMS
8
(
2011
)
1/2
,
pp. 23-49
Persistent link: https://www.econbiz.de/10008992079
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