مرکز منطقه ای اطلاع رساني علوم و فناوري - Trading a mean-reverting asset: Buy low and sell high

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 :

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 :