Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses
Liu, Ruyi, Wu, Zhen, Zhang, QingТом:
115
Мова:
english
Журнал:
Automatica
DOI:
10.1016/j.automatica.2020.108912
Date:
May, 2020
Файл:
PDF, 556 KB
english, 2020