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Mathematical Control and Related Fields (MCRF)
 

Pairs trading: An optimal selling rule
Pages: 489 - 499, Issue 3, September 2015

doi:10.3934/mcrf.2015.5.489      Abstract        References        Full text (335.5K)           Related Articles

Kevin Kuo - Citi, 2859 Paces Ferry Rd., Ste. 900, Atlanta, GA 30339, United States (email)
Phong Luu - Department of Mathematics, University of Georgia, Athens, GA 30602, United States (email)
Duy Nguyen - Department of Mathematics, Massachusetts College of Liberal Arts, 375 Church Street, North Adams, MA 01247, United States (email)
Eric Perkerson - Department of Mathematics, University of Georgia, Athens, GA 30602, United States (email)
Katherine Thompson - Department of Mathematics, University of Georgia, Athens, GA 30602, United States (email)
Qing Zhang - Department of Mathematics, University of Georgia, Athens, GA 30602, United States (email)

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