Optimal mean-reverting spread trading: nonlinear integral equation approach
Crossref DOI link: https://doi.org/10.1007/s10436-017-0295-y
Published Online: 2017-03-25
Published Print: 2017-05
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kitapbayev, Yerkin
Leung, Tim http://orcid.org/0000-0002-0023-6289
License valid from 2017-03-25