Quotation 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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Publication's profile

Status of publication Published
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

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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)
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