"Pairs-trading under geometric Brownian motions: An optimal strategy with ..."

Ruyi Liu, Zhen Wu, Qing Zhang (2020)

> Home

Details and statistics

DOI: 10.1016/J.AUTOMATICA.2020.108912

access: closed

type: Journal Article

metadata version: 2025-11-09

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/automatica/LiuW020
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/automatica/LiuW020
Ruyi Liu, Zhen Wu, Qing Zhang:
Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses. Autom. 115: 108912 (2020)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.