Hanqin Zhang, Qing Zhang. Trading a mean-reverting asset: Buy low and sell high. Automatica, 44(6):1511-1518, 2008. [doi]
@article{ZhangZ08,
title = {Trading a mean-reverting asset: Buy low and sell high},
author = {Hanqin Zhang and Qing Zhang},
year = {2008},
doi = {10.1016/j.automatica.2007.11.003},
url = {http://dx.doi.org/10.1016/j.automatica.2007.11.003},
researchr = {https://researchr.org/publication/ZhangZ08},
cites = {0},
citedby = {0},
journal = {Automatica},
volume = {44},
number = {6},
pages = {1511-1518},
}