"An Optimal Trading Rule Under a Switchable Mean-Reversion Model."

Duy Nguyen, Jingzhi Tie, Qing Zhang (2014)

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DOI: 10.1007/S10957-012-0260-X

access: closed

type: Journal Article

metadata version: 2020-04-07

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Duy Nguyen, Jingzhi Tie, Qing Zhang:
An Optimal Trading Rule Under a Switchable Mean-Reversion Model. J. Optim. Theory Appl. 161(1): 145-163 (2014)

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