A Closed Form Solution For Optimal Ornstein Uhlenbeck Driven Trading Strategies
Work
Year: 2020
Type: article
Institutions Hebrew University of Jerusalem, Massachusetts Institute of Technology, Cornell University
Cites: 33
Cited by: 6
Related to: 10
FWCI: 0.758
Citation percentile (by year/subfield): 81.15
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: closed