Modern trends in financial engineering : optimal mean reversion trading mathematical analysis and practical applications /
"Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical...
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New Jersey :
World Scientific,
2015
|
| Series: | Modern trends in financial engineering ;
v. 1 |
| Subjects: |
Internet
This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.Stanford University
| Call Number: |
INTERNET RESOURCE |
|---|