"Optimal switching strategy of a mean-reverting asset over multiple regimes."

Kiyoshi Suzuki (2016)

> Home

Details and statistics

DOI: 10.1016/J.AUTOMATICA.2015.12.023

access: closed

type: Journal Article

metadata version: 2024-08-04

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/automatica/Suzuki16
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/automatica/Suzuki16
Kiyoshi Suzuki:
Optimal switching strategy of a mean-reverting asset over multiple regimes. Autom. 67: 33-45 (2016)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.