The performance of model based option trading strategies
✍ Scribed by Bjørn Eraker
- Book ID
- 120764164
- Publisher
- Springer US
- Year
- 2012
- Tongue
- English
- Weight
- 373 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1380-6645
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
In this paper, we consider the price trend model in which it is assumed that the time series of a security's prices contain a stochastic trend component which remains constant on each of a sequence of time intervals, with each interval having random duration. A quasi-maximum likelihood method is use
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