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Optimal closing of a pair trade with a model containing jumps
a pair trade a model containing jumps
2010/10/19
A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely applied investment strategy in the financial industry. Recently, Ekstr\"om, ...
Optimal closing of a pair trade with a model containing jumps
short position investment strategy financial industry
2010/4/28
A pair trade is a portfolio consisting of a long position in one asset and a short position in another, and it is a widely applied investment strategy in the financial industry. Recently, Ekstr\"om, L...