An Optimal Trading Rule Under a Switchable Mean-Reversion...

Journal of Optimization Theory and Applications 2014 / 04 Vol. 161; Iss. 1

An Optimal Trading Rule Under a Switchable Mean-Reversion Model

Duy Nguyen, Jingzhi Tie, Qing Zhang
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Volume:
161
Language:
english
DOI:
10.1007/s10957-012-0260-x
Date:
April, 2014
File:
PDF, 716 KB
english, 2014
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