STATISTICAL ARBITRAGE IN THE MULTI-ASSET BLACK–SCHOLES ECONOMY
GÖNCÜ, AHMET, AKYILDIRIM, ERDINCVolume:
12
Language:
english
Journal:
Annals of Financial Economics
DOI:
10.1142/S201049521750004X
Date:
March, 2017
File:
PDF, 273 KB
english, 2017