Eksi-Altay, Zehra, Altay, Sühan, Colaneri, Katia. 2018. Pairs Trading under Drift Uncertainty and Risk Penalization. DSF-R 2018, Vienna, Austria, 13.09.2018.
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Status of publication | Published |
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Affiliation | External |
Type of publication | Paper presented at an academic conference or symposium |
Language | English |
Title | Pairs Trading under Drift Uncertainty and Risk Penalization |
Event | DSF-R 2018 |
Year | 2018 |
Date | 13.09.2018 |
Country | Austria |
Location | Vienna |
Associations
- People
- Eksi-Altay, Zehra (Details)
- External
- Altay, Sühan (TU Wien, Austria)
- Colaneri, Katia (University of Leeds, United Kingdom)
- Research areas (ÖSTAT Classification 'Statistik Austria')
- 1118 Probability theory (Details)
- 1137 Financial mathematics (Details)