Title of article :
Speculative trading in mean reverting markets
Author/Authors :
G. Carcano، نويسنده , , P. Falbo، نويسنده , , S. Stefani، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
13
From page :
132
To page :
144
Keywords :
Decision Analysis , Mean reverting processes , Optimal strategy , Simulation analysis , Commodity markets
Journal title :
European Journal of Operational Research
Serial Year :
2005
Journal title :
European Journal of Operational Research
Record number :
215356
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=215356
بازگشت