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Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework.

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Title: Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework.
Authors: Leung, Tim1 (AUTHOR), Lu, Kevin W.2 (AUTHOR) kevin.lu@anu.edu.au
Source: Applied Mathematical Finance. Sep2023, Vol. 30 Issue 4, p207-230. 24p.
Database: Mathematics Source
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  Data: Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework.
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RecordInfo BibRecord:
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        Value: 10.1080/1350486X.2024.2316139
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      – Code: eng
        Text: English
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        PageCount: 24
        StartPage: 207
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      – TitleFull: Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework.
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            NameFull: Leung, Tim
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              Text: Sep2023
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              Y: 2023
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