Optimal pairs trading with time-varying volatility
- 期刊名称International Journal of Financial Engineering
- 作者Li, Thomas Nanfeng; Tourin, Agnès
- 卷第3卷
- 期第3期
- 印刷ISSN2424-7863
- 电子ISSN2424-7944
- 文件大小1395.04KB
- 发表时间2016-09
- DOI10.1142/S2424786316500237
First-Passage Phenomena and Their Applications || First Passage Problems in BiologyMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || First Passage Problems in Anomalous DiffusionMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || First Passage of a Randomly Accelerated ParticleMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || First Passage Behavior of Multi-Dimensional Fractional Brownian Motion and Application to Reaction PhenomenaMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || First Passage in Conical Geometry and Ordering of Brownian ParticlesMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || First Passage Time Problems in Biophysical Jump Processes with Fast KineticsMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || Transport and the First Passage Time Problem with Application to Cold Atoms in Optical TrapsMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || FRONT MATTERMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || First Passage Problems in BiologyMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || First Passage Problems in Anomalous DiffusionMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || The Excursion Set Theory in CosmologyMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || First Passage of a Randomly Accelerated ParticleMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || Arrival Statistics and Exploration Properties of Mortal WalkersMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || Statistical Physics of Evolutionary Trajectories on Fitness LandscapesMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014
First-Passage Phenomena and Their Applications || First-Passage Times of Intermittent Random WalksMetzler, Ralf; Oshanin, Gleb; Redner, Sidney · 2014