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Optimal Mean Reversion Trading
Tim Leung
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- Editora: UmLivro
- Ano: 2015
- ISBN: 9789814725910
- Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications provides a systematic study to the practical problem of optimal trading in the presence of mean-reverting price dynamics. It is self-contained and organized in its presentation, and provides rigorous mathematical
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