A regime-switching relative value arbitrage rule
Michael Bock and Roland Mestel
| Year of publication: |
2009
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|---|---|
| Authors: | Bock, Michael ; Mestel, Roland |
| Published in: |
Operations research proceedings 2008 : selected papers of the annual international conference of the German Operations Research Society (GOR) University of Augsburg, September 3 - 5, 2008. - Berlin : Springer, ISBN 978-3-642-00141-3. - 2009, p. 9-14
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| Subject: | Arbitrage | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003840515