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ON OPTIMAL THRESHOLDS FOR PAIRS TRADING IN A ONE-DIMENSIONAL DIFFUSION MODEL
- Part of
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- Journal:
- The ANZIAM Journal / Volume 63 / Issue 2 / April 2021
- Published online by Cambridge University Press:
- 07 September 2021, pp. 104-122
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- Article
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Pairs Trading with Opportunity Cost
- Part of
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- Journal:
- Journal of Applied Probability / Volume 51 / Issue 1 / March 2014
- Published online by Cambridge University Press:
- 30 January 2018, pp. 282-286
- Print publication:
- March 2014
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