Dynamic pairs trading using the stochastic control approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Tourin, Agnès ; Yan, Raphael |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 37.2013, 10, p. 1972-1981
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