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"Optimal pairs trading: A stochastic control approach."

Supakorn Mudchanatongsuk, James A. Primbs, Wilfred Wong (2008)

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DOI: 10.1109/ACC.2008.4586628

access: closed

type: Conference or Workshop Paper

metadata version: 2020-07-09

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  dblp key:
  - conf/amcc/Mudchanatongsuk08
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  - https://dblp.org/rec/conf/amcc/Mudchanatongsuk08
Supakorn Mudchanatongsuk, James A. Primbs, Wilfred Wong:
Optimal pairs trading: A stochastic control approach. ACC 2008: 1035-1039

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