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About 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 analys
Detailed Information
| Author: | Tim Leung |
|---|---|
| Publication Year: | 2016 |
| Pages: | 220 |
| Language: | English |
| File Size: | 1.96 |
| Format: | |
| Price: | FREE |
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