Optimal mean reversion trading : mathematical analysis and practical applications
Bibliographic Information
- Title
- "Optimal mean reversion trading : mathematical analysis and practical applications"
- Statement of Responsibility
- Tim Leung, Xin Li
- Publisher
-
- World Scientific
- Publication Year
-
- c2016
- Book size
- 24 cm
Search this Book/Journal
Notes
Includes bibliographical references (p. 201-207) and index
- Tweet
Details 詳細情報について
-
- CRID
- 1130282273140955520
-
- NII Book ID
- BB2340702X
-
- ISBN
- 9789814725910
-
- LCCN
- 2015034540
-
- Web Site
- https://lccn.loc.gov/2015034540
-
- Text Lang
- en
-
- Country Code
- us
-
- Title Language Code
- en
-
- Place of Publication
-
- New Jersey ; Tokyo
-
- Classification
-
- LCC: HG176.7
- DC23: 332.63/2042
- DC: 332.63
-
- Subject
-
- LCSH: Financial engineering
- LCSH: Stocks -- Mathematical models
- LCSH: Investment analysis -- Data processing
- LCSH: Exchange traded funds
- LCSH: Ornstein-Uhlenbeck process
-
- Data Source
-
- CiNii Books