OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND...

International Journal of Theoretical and Applied Finance 2015 / 05 Vol. 18; Iss. 3

OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT

LEUNG, TIM, LI, XIN
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Volume:
18
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S021902491550020X
Date:
May, 2015
File:
PDF, 510 KB
english, 2015
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