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Optimal liquidation of a pairs trade
Ekström, Erik; Lindberg, Carl; Tysk, Johan - In: Advanced mathematical methods for finance, (pp. 247-255). 2011
Persistent link: https://www.econbiz.de/10008991288
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Comparison of two methods for superreplication
Ekström, Erik; Tysk, Johan - In: Applied mathematical finance 19 (2012) 1/2, pp. 181-193
Persistent link: https://www.econbiz.de/10009561234