//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Decisions in economics and finance : a journal of applied mathematics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimal Pairs Trading with Dyn...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
1
Dynamic programming (DP)
1
Hamilton-Jacobi-Bellman (HJB) equation
1
Limit order book (LOB)
1
Market impact
1
Securities trading
1
Share price
1
Stochastic process
1
Stochastic volatility (SV) model
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Ching, Wai Ki
1
Gu, Jiawen
1
Siu, Tak Kuen
1
Yang, Qing-Qing
1
Published in...
All
Decisions in economics and finance : a journal of applied mathematics
Computational economics
7
International journal of production economics
7
Papers / arXiv.org
5
Computational Economics
2
Computers & industrial engineering : CAIE ; an internat. journal
2
European journal of operational research : EJOR
2
International Journal of Production Economics
2
International journal of production research
2
Journal of Risk and Financial Management
2
Quantitative Finance
2
Quantitative finance
2
Risk and decision analysis
2
The journal of credit risk : published quarterly by Incisive Media
2
Applied mathematical finance
1
Business intelligence in economic forecasting : technologies and techniques
1
Economic modelling
1
Finance research letters
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
IMA journal of management mathematics
1
Innovative quick response programs in logistics and supply chain management
1
International Series in Operations Research & Management Science
1
International journal of production research : American Institute of Industrial Engineers ; Society of Manufacturing Engineers
1
Journal of economic dynamics & control
1
Journal of the Operational Research Society
1
Journal of the Operational Research Society : OR
1
Mathematical methods of operations research : ZOR
1
Mathematics of operations research
1
OR spectrum : quantitative approaches in management
1
Omega
1
Omega : the international journal of management science
1
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
1
Physica A: Statistical Mechanics and its Applications
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
SpringerLink / Bücher
1
Top : an official journal of the Spanish Society of Statistics and Operations Research
1
Transportation research / E : an international journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Trading strategy with stochastic volatility in a limit order book market
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jiawen
;
Siu, Tak Kuen
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 277-301
Persistent link: https://www.econbiz.de/10012285400
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->