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"An Optimal Trading Rule Under a Switchable Mean-Reversion Model."
Duy Nguyen, Jingzhi Tie, Qing Zhang (2014)
- Duy Nguyen, Jingzhi Tie, Qing Zhang:
An Optimal Trading Rule Under a Switchable Mean-Reversion Model. J. Optim. Theory Appl. 161(1): 145-163 (2014)
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