Pairs Trading under Regime Switching and Risk Penalization

Zehra Eksi-Altay, Suhan Altay, Katia Colaneri

Publication: Contribution to conferenceConference poster

Original languageEnglish
Publication statusPublished - 2017

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101024 Probability theory
  • 101007 Financial mathematics

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