%0 Journal Article
%A Larsson, Stig
%A Lindberg, Carl
%A Warfheimer, Marcus
%T Optimal closing of a pair trade with a model containing jumps
%J Applications of Mathematics
%D 2013
%P 249-268
%V 58
%N 3
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.1007/s10492-013-0012-8/
%R 10.1007/s10492-013-0012-8
%G en
%F 10_1007_s10492_013_0012_8