Optimal Convergence Trading for Cross-listed Stocks

2020 ◽  
Author(s):  
Christian-Oliver Ewald ◽  
Pengcheng Song ◽  
Yao Wu ◽  
Hai Zhang
2014 ◽  
Vol 68 (2) ◽  
pp. 261-288 ◽  
Author(s):  
Taher Lotfi ◽  
Somayeh Sharifi ◽  
Mehdi Salimi ◽  
Stefan Siegmund

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