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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Humboldt-Universität zu Berlin | Wirtschaftswissen­schaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | News 2019 | Publication: "Model-driven statistical arbitrage on LETF option markets "

Publication: "Model-driven statistical arbitrage on LETF option markets "

 

 

Publication

 

23.05.2019. Sergey Nasekin's and Wolfgang Härdle's paper entitled "Model-driven statistical arbitrage on LETF option markets" is now on Taylor & Francis Online. 


https://doi.org/10.1080/14697688.2019.1605186