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An Application of the Ornstein-Uhlenbeck Process to Pairs Trading

Fuente: arXiv

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Bibliographic Details
Main Authors:	Suchato, Jirat, Wiryadi, Sean, Chen, Danran, Zhao, Ava, Yue, Michael
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure
Online Access:	Acceder al recurso
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