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"Speculative trading in mean reverting markets."

G. Carcano, Paolo Falbo, Silvana Stefani (2005)

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DOI: 10.1016/J.EJOR.2004.01.002

access: closed

type: Journal Article

metadata version: 2023-10-11

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G. Carcano, Paolo Falbo, Silvana Stefani:
Speculative trading in mean reverting markets. Eur. J. Oper. Res. 163(1): 132-144 (2005)

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