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"Optimal convergence trading with unobservable pricing errors."

Sühan Altay, Katia Colaneri, Zehra Eksi (2021)

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DOI: 10.1007/S10479-020-03647-Z

access: closed

type: Journal Article

metadata version: 2021-04-29

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  - journals/anor/AltayCE21
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  - https://dblp.org/rec/journals/anor/AltayCE21
Sühan Altay, Katia Colaneri, Zehra Eksi:
Optimal convergence trading with unobservable pricing errors. Ann. Oper. Res. 299(1): 133-161 (2021)

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