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Stochastic Analysis, Filtering, and Stochastic Optimization

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Stochastic Analysis, Filtering, and Stochastic Optimization
Springer International Publishing
Attention for Chapter: Pairs Trading under Geometric Brownian Motion Models
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Chapter title
Pairs Trading under Geometric Brownian Motion Models
Book title
Stochastic Analysis, Filtering, and Stochastic Optimization
Published by
Springer, Cham, April 2022
DOI 10.1007/978-3-030-98519-6_15
Book ISBNs
978-3-03-098518-9, 978-3-03-098519-6
Authors

Luu, Phong, Tie, Jingzhi, Zhang, Qing

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