검색결과 : 2건
No. | Article |
---|---|
1 |
Optimal switching strategy of a mean-reverting asset over multiple regimes Suzuki K Automatica, 67, 33, 2016 |
2 |
An optimal pairs-trading rule Song QS, Zhang Q Automatica, 49(10), 3007, 2013 |
No. | Article |
---|---|
1 |
Optimal switching strategy of a mean-reverting asset over multiple regimes Suzuki K Automatica, 67, 33, 2016 |
2 |
An optimal pairs-trading rule Song QS, Zhang Q Automatica, 49(10), 3007, 2013 |