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 |
|---|---|
| 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)