![](/img/cover-not-exists.png)
Optimal Mean-Reversion Strategy in the Presence of Bid-Ask Spread and Delays in Capital Allocations
Isaenko, SergeyYear:
2016
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2842316
File:
PDF, 420 KB
english, 2016