TY  - JOUR
AU  - Larsson, Stig
AU  - Lindberg, Carl
AU  - Warfheimer, Marcus
TI  - Optimal closing of a pair trade with a model containing jumps
JO  - Applications of Mathematics
PY  - 2013
SP  - 249
EP  - 268
VL  - 58
IS  - 3
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.1007/s10492-013-0012-8/
DO  - 10.1007/s10492-013-0012-8
LA  - en
ID  - 10_1007_s10492_013_0012_8
ER  -