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Journal of mathematical finance
International journal of theoretical and applied finance
13
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Statistical arbitrage strategy in multi-asset market using time series analysis
Imai, Takahiro
;
Nakagawa, Kei
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 334-344
Persistent link: https://www.econbiz.de/10012545730
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2
Statistical arbitrage in S & P 500
Drakos, Stefanos
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 166-177
Persistent link: https://www.econbiz.de/10011543848
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3
On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
Saved in:
4
Approximation for convenience yield with
mean-reverting
commodity price
Zhao, Qiang
;
Gu, Guiding
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 233-242
Persistent link: https://www.econbiz.de/10011438485
Saved in:
5
A contingent claim approach to bank valuation
Owoloko, Enahoro Alfred
;
Omoregbe, Nicholas Amienwan
; …
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 234-244
Persistent link: https://www.econbiz.de/10011312423
Saved in:
6
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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