@article{10_1007_s10492_013_0012_8,
     author = {Larsson, Stig and Lindberg, Carl and Warfheimer, Marcus},
     title = {Optimal closing of a pair trade with a model containing jumps},
     journal = {Applications of Mathematics},
     pages = {249--268},
     publisher = {mathdoc},
     volume = {58},
     number = {3},
     year = {2013},
     doi = {10.1007/s10492-013-0012-8},
     mrnumber = {3066820},
     zbl = {06221230},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.1007/s10492-013-0012-8/}
}