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A singular stochastic control approach for optimal pairs tr..:
Xing, Haipeng
gbv-ppn:1797414488. , 2022
Link:
http://hdl.handle.net/10419/258870
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-ftzbwkiel:oai:econstor.eu:10419_258870&Exemplar=1&LAN=DE A1 Xing, Haipeng PB Basel: MDPI YR 2022 K1 ddc:330 K1 free-boundary problem K1 pairs trading K1 stochastic control K1 trading strategies K1 transaction costs K1 transaction regions JF gbv-ppn:1797414488 LK http://hdl.handle.net/10419/258870 DO http://hdl.handle.net/10419/258870 SF ELIB - SuUB Bremen
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