2021-09-28
2021-10-05 Pairs-Trading under Geometric Brownian Motions: An Optimal Strategy with Cutting Losses
Topic: Pairs-Trading under Geometric Brownian Motions: An Optimal Strategy with Cutting Losses
Lecturer: Wu Zhen
Date: October 5, 2021
Time: 19:00
Venue: Online, Tencent Meeting ID: 298-775-642
Organizer: School of Mathematical Sciences；Institute of Applied System Analysis
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