Options trading strategy based on ARIMA forecasting

Options trading strategy based on ARIMA forecasting

Rostan, Pierre, Rostan, Alexandra, Nurunnabi, Mohammad
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Volume:
ahead-of-p
Journal:
PSU Research Review
DOI:
10.1108/prr-07-2019-0023
Date:
June, 2020
File:
PDF, 1.10 MB
2020
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