Search results for ‘Tim Siu-tang Leung (Univ Of Washington, Usa),Xin Li (Columbia Univ, Usa)’

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      Optimal Mean Reversion Trading: Mathematical Analysis And Practical Applications

      Tim Siu-tang Leung (Univ Of Washington, Usa),Xin Li (Columbia Univ, Usa)

      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…

      $285.99

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