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1 Ergebnisse
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A Singular Stochastic Control Approach for Optimal Pairs Tr..:
Haipeng Xing
https://www.mdpi.com/1911-8074/15/4/147. , 2022
Link:
https://doi.org/10.3390/jrfm15040147
RT Journal T1 <Title>A Singular Stochastic Control Approach for Optimal Pairs Trading with Proportional Transaction Costs</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftdoajarticles:oai:doaj.org_article:fea228121c9245469c3ea08cc929ca55&Exemplar=1&LAN=DE A1 Haipeng Xing PB MDPI AG YR 2022 K1 free-boundary problem K1 pairs trading K1 stochastic control K1 trading strategies K1 transaction costs K1 transaction regions K1 Risk in industry. Risk management K1 HD61 K1 Finance K1 HG1-9999 JF https://www.mdpi.com/1911-8074/15/4/147 LK http://dx.doi.org/https://doi.org/10.3390/jrfm15040147 DO https://doi.org/10.3390/jrfm15040147 SF ELIB - SuUB Bremen
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