Phong Luu, Nicole Song, Jingzhi Tie and Qing Zhang: Pairs trading under geometric Brownian motions with regime switching (PAFA) 


  Volume 9, Number 3, 783-810, 2024

Pairs trading under geometric Brownian motions with regime switching

Phong Luu, Nicole Song, Jingzhi Tie and Qing Zhang




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