Work

Optimal pairs trading: A stochastic control approach

Year: 2008

Type: conference-paper

Source: Proceedings of the ... American Control Conference/Proceedings of the American Control Conference

DOI: 10.1109/acc.2008.4586628

Authors: Supakorn Mudchanatongsuk, James A. Primbs, Wilfred Wong

Institution: Stanford University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2147876444

FWCI: 26.57

Cites: 9

Cited by: 112

Related to: 10