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Jingzhi Tie
Publication Activity (10 Years)
Years Active: 2014-2018
Publications (10 Years): 1
Top Topics
Monte Carlo
Geometric Structure
Optimal Strategy
Brownian Motion
Top Venues
J. Optim. Theory Appl.
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Publications
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Jingzhi Tie
,
Hanqin Zhang
,
Qing Zhang
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions.
J. Optim. Theory Appl.
179 (2) (2018)
Duy Nguyen
,
Jingzhi Tie
,
Qing Zhang
An Optimal Trading Rule Under a Switchable Mean-Reversion Model.
J. Optim. Theory Appl.
161 (1) (2014)