"Optimal Mean Reversion Trading"

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• OPTIMAL MEAN REVERSION TRADING: MATHEMATICAL ANALYSIS AND PRACTICAL APPLICATIONS Tim (Columbia University Leung, Xin (Columbia University Li Engelstalig Hardback 9789814725910 Januari 2016 222 pagina's Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting... Vanaf 100,00 Bekijk exemplaren