A deductive approach to the solution of the problem of optimal pairs trading from the viewpoint of stochastic control with time‐dependent parameters

Publisher： John Wiley & Sons Inc

E-ISSN： 1099-1476|38|17|4448-4460

ISSN： 0170-4214

Source： MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Vol.38, Iss.17, 2015-11, pp. : 4448-4460

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