Stochastic Analysis, Filtering, and Stochastic Optimization
Springer International Publishing
Chapter title |
Pairs Trading under Geometric Brownian Motion Models
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Book title |
Stochastic Analysis, Filtering, and Stochastic Optimization
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Published by |
Springer, Cham, April 2022
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DOI | 10.1007/978-3-030-98519-6_15 |
Book ISBNs |
978-3-03-098518-9, 978-3-03-098519-6
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Authors |
Luu, Phong, Tie, Jingzhi, Zhang, Qing |
Country | Count | As % |
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Unknown | 1 | 100% |
Type | Count | As % |
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Members of the public | 1 | 100% |