Sühan Altay, Katia Colaneri, Zehra Eksi. Optimal convergence trading with unobservable pricing errors. Annals OR, 299(1):133-161, 2021. [doi]
@article{AltayCE21,
title = {Optimal convergence trading with unobservable pricing errors},
author = {Sühan Altay and Katia Colaneri and Zehra Eksi},
year = {2021},
doi = {10.1007/s10479-020-03647-z},
url = {https://doi.org/10.1007/s10479-020-03647-z},
researchr = {https://researchr.org/publication/AltayCE21},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {299},
number = {1},
pages = {133-161},
}