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"Optimal convergence trading with unobservable pricing errors."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Sühan Altay, Katia Colaneri, Zehra Eksi (2021)

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DOI: 10.1007/S10479-020-03647-Z

access: closed

type: Journal Article

metadata version: 2026-03-24

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Sühan Altay, Katia Colaneri, Zehra Eksi:
Optimal convergence trading with unobservable pricing errors. Ann. Oper. Res. 299(1): 133-161 (2021)

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