1

Statistical Arbitrage with Pairs Trading

Year:
2016
Language:
english
File:
PDF, 936 KB
english, 2016
5

STATISTICAL ARBITRAGE IN THE MULTI-ASSET BLACK–SCHOLES ECONOMY

Year:
2017
Language:
english
File:
PDF, 273 KB
english, 2017
8

A stochastic model for commodity pairs trading

Year:
2016
Language:
english
File:
PDF, 1.31 MB
english, 2016
12

Pricing temperature‐based weather derivatives in China

Year:
2011
Language:
english
File:
PDF, 460 KB
english, 2011
13

Statistical arbitrage in the Black–Scholes framework

Year:
2014
Language:
english
File:
PDF, 426 KB
english, 2014
14

Comparison of temperature models using heating and cooling degree days futures

Year:
2013
Language:
english
File:
PDF, 506 KB
english, 2013
19

Uniform point sets and the collision test

Year:
2014
Language:
english
File:
PDF, 377 KB
english, 2014
20

Pricing temperature-based weather contracts: an application to China

Year:
2011
Language:
english
File:
PDF, 377 KB
english, 2011
22

Estimating sensitivities of temperature-based weather derivatives

Year:
2015
Language:
english
File:
PDF, 503 KB
english, 2015
25

Anatomy of Chinese Futures Markets

Year:
2018
Language:
english
File:
PDF, 639 KB
english, 2018
27

Editorial for the special issue on modern aspects of financial engineering

Year:
2018
Language:
english
File:
PDF, 129 KB
english, 2018