Optimal mean reversion trading : mathematical analysis and practical applications /

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Bibliographic Details
Main Authors: Leung, Tim
Group Author: Li, Xin
Published: World Scientific,
Publisher Address: New Jersey :
Publication Dates: [2016]
Literature type: Book
Language: English
Series: Modern trends in financial engineering ; volume 1
Subjects:
Carrier Form: ix, 210 pages : illustrations ; 24 cm.
Bibliography: Includes bibliographical references (pages 201-207) and index.
ISBN: 9789814725910 (hardcover) :
9814725919 (hardcover)
Index Number: HG176
CLC: F830.49
Call Number: F830.49/L653