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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~person:"Bai, Yang"
~subject:"Double boundary stopping time"
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Analytic value function for optimal regime-switching pairs trading rules
Bai, Yang
;
Wu, Lan
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 637-654
Persistent link: https://www.econbiz.de/10011906451
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