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Raphael Yan

SSRN Author Rank: 28,279 by Downloads


BlackRock, Inc

 55 East 52nd Street
 New York City, NY 10055
 United States
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Dynamic Pairs Trading Using the Stochastic Control Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Economic Dynamics and Control, 2013
Number of Pages in PDF File: 20
Tourin, Agnes
NYU Tandon - Department of Finance and Risk Engineering
Yan, Raphael
BlackRock, Inc
09 Mar 12
Last Revised:
07 Feb 14

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