Optimal dynamic pairs trading of futures under a two-factor mean-reverting model.

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Bibliographic Details
Title:	Optimal dynamic pairs trading of futures under a two-factor mean-reverting model.
Authors:	Leung, Tim¹ timleung@uw.edu, Yan, Raphael² raphaelyan1218@gmail.com
Source:	International Journal of Financial Engineering. Sep2018, Vol. 5 Issue 3, pN.PAG-N.PAG. 23p.
Database:	Mathematics Source

Description
ISSN:	24247863
DOI:	10.1142/S2424786318500275