OPTIMAL MEAN REVERSION TRADING

OPTIMAL MEAN REVERSION TRADING

Author: Xin Li, Tim Siu-tang Leung
Publisher: World Scientific Publishing Company
Published date: 2015
ISBN: 9789814725910

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Trading Strategies, Mean Reversion, Optimal Stopping, Optimal Switching, Stop-Loss, Stochastic Processes, Exchange-Traded Funds (ETFS), Ornstein–Uhlenbeck Model, Cox-Ingersoll-Ross (CIR) Model

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