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"Trading a mean-reverting asset: Buy low and sell high."

Hanqin Zhang, Qing Zhang (2008)

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DOI: 10.1016/J.AUTOMATICA.2007.11.003

access: closed

type: Journal Article

metadata version: 2020-02-20

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  - journals/automatica/ZhangZ08
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  - https://dblp.org/rec/journals/automatica/ZhangZ08
Hanqin Zhang, Qing Zhang:
Trading a mean-reverting asset: Buy low and sell high. Autom. 44(6): 1511-1518 (2008)

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