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A Singular Stochastic Control Approach for Optimal Pairs Tr..:
Xing, Haipeng
Journal of Risk and Financial Management. 15 (2022) 4 - p. 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=cr-10.3390_jrfm15040147&Exemplar=1&LAN=DE A1 Xing, Haipeng PB MDPI AG YR 2022 SN 1911-8074 JF Journal of Risk and Financial Management VO 15 IS 4 SP 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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