Title of article
Trading a mean-reverting asset: Buy low and sell high
Author/Authors
Hanqin Zhang، نويسنده , , Qing Zhang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2008
Pages
8
From page
1511
To page
1518
Keywords
Optimal stopping , quasi-variational inequalities , Mean-reverting process
Journal title
Automatica
Serial Year
2008
Journal title
Automatica
Record number
371035
Link To Document