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~isPartOf:"International journal of financial engineering"
~person:"Allen, Roy E."
~person:"Leung, Tim"
~person:"Rock, Bram de"
~subject:"Theorie"
~subject:"evolutionary biology"
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Optimal dynamic pairs trading of futures under a two-factor mean-reverting model
Leung, Tim
;
Yan, Raphael
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011923058
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