Title of article
Speculative trading in mean reverting markets
Author/Authors
G. Carcano، نويسنده , , P. Falbo، نويسنده , , S. Stefani، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
13
From page
132
To page
144
Keywords
Decision Analysis , Mean reverting processes , Optimal strategy , Simulation analysis , Commodity markets
Journal title
European Journal of Operational Research
Serial Year
2005
Journal title
European Journal of Operational Research
Record number
215356
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