Sökning: "Roman Galeev"
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1. Optimal Pairs Trading Using Stochastic Control Approach---A Critical Evaluation
Uppsats för yrkesexamina på avancerad nivå, Lunds universitet/Institutionen för reglerteknikSammanfattning : As of date, quantitative trading methods are a strong growing niche of trading. More and more sophisticated models are employed to chase investment opportunities. The question is whether this is over-engineering and if it adds value to practitioners. LÄS MER
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