Showing 1 - 2 results of 2 for search '"statistical arbitrage"', query time: 0.05s Refine Results
  1. 1
    Review of stochastic differential equations in statistical arbitrage pairs trading

    Review of stochastic differential equations in statistical arbitrage pairs trading by Sylvia Endres

    Published 2020-05-01
    Subjects: “…statistical arbitrage…”
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  2. 2
    Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage

    Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage by Yuping Song, Ruiqiu Chen, Chunchun Cai, Yuetong Zhang, Min Zhu

    Published 2025-04-01
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