Optimal Convergence Trading with Unobservable Pricing Errors
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Cited by:
- Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2021.
"The value of knowing the market price of risk,"
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- Katia Colaneri & Stefano Herzel & Marco Nicolosi, 2019. "The value of knowing the market price of risk," Papers 1909.07837, arXiv.org, revised Sep 2019.
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