An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions
Crossref DOI link: https://doi.org/10.1007/s10957-017-1065-8
Published Online: 2017-01-30
Published Print: 2018-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Tie, Jingzhi
Zhang, Hanqin
Zhang, Qing https://orcid.org/0000-0002-8846-5587
Text and Data Mining valid from 2017-01-30
