Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Optimal multiple switching problem"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
2
Theory
2
Cointegration
1
Empirical simulation
1
Kointegration
1
Mathematical programming
1
Mathematische Optimierung
1
Montecarlo simulation
1
Optimal multiple switching problem
1
Ornstein-Uhlenbeck process
1
Pair-trading strategy
1
Portfolio selection
1
Portfolio-Management
1
Risikoaversion
1
Risk aversion
1
Simulation
1
Stub trading
1
Switching regions
1
optimal multiple switching problem
1
optimal switching regions
1
pair-trading strategy
1
quadratic risk aversion function
1
simultaneous multiple switching
1
viscosity solution approach
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Suzuki, Kiyoshi
2
Published in...
All
Mathematics of operations research
1
Quantitative finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings : a viscosity solution approach
Suzuki, Kiyoshi
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012498193
Saved in:
2
Optimal pair-trading strategy over long/short/square positions : empirical study
Suzuki, Kiyoshi
- In:
Quantitative finance
18
(
2018
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011905833
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
