Optimal convergence trading with unobservable pricing errors
نویسندگان
چکیده
منابع مشابه
Optimal Convergence Trading
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ژورنال
عنوان ژورنال: Annals of Operations Research
سال: 2020
ISSN: 0254-5330,1572-9338
DOI: 10.1007/s10479-020-03647-z