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Journal of economic dynamics & control
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Dynamic pairs trading using the stochastic control approach
Tourin, Agnès
;
Yan, Raphael
- In:
Journal of economic dynamics & control
37
(
2013
)
10
,
pp. 1972-1981
Persistent link: https://www.econbiz.de/10010196951
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Dynamic pairs trading using the stochastic control approach
Tourin, Agnès
;
Yan, Raphael
- In:
Journal of economic dynamics & control
37
(
2013
)
10
,
pp. 1972-1981
Persistent link: https://www.econbiz.de/10010155991
Saved in:
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