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An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions 期刊论文
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2018, 卷号: 179, 期号: 2, 页码: 654-675
作者:  Tie, Jingzhi;  Zhang, Hanqin;  Zhang, Qing
收藏  |  浏览/下载：207/0  |  提交时间：2018/11/16
Pairs trading  Optimal policy  Quasi-variational inequalities  93E20  91G80  49L20  
A VECTOR NETWORK EQUILIBRIUM PROBLEM WITH A UNILATERAL CONSTRAINT 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2010, 卷号: 6, 期号: 3, 页码: 453-464
作者:  Wu, Yunan;  Chen, Guangya;  Cheng, T. C. E.
收藏  |  浏览/下载：103/0  |  提交时间：2018/07/30
Network equilibrium  Variational inequality  Wardrop's equilibrium principle  
Trading a mean-reverting asset: Buy low and sell high 期刊论文
AUTOMATICA, 2008, 卷号: 44, 期号: 6, 页码: 1511-1518
作者:  Zhang, Hanqin;  Zhang, Qing
收藏  |  浏览/下载：122/0  |  提交时间：2018/07/30
optimal stopping  quasi-variational inequalities  mean-reverting process  
On system of generalized vector variational inequalities 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2008, 卷号: 40, 期号: 4, 页码: 739-749
作者:  Hou, S. H.;  Yu, H.;  Chen, G. Y.
收藏  |  浏览/下载：110/0  |  提交时间：2018/07/30
generalized vector variational inequalities  partial diagonally quasi-convexity  variational-like inequalities  variable preference  
Existence of a solution for generalized vector variational inequalities 期刊论文
OPTIMIZATION, 2001, 卷号: 50, 期号: 1-2, 页码: 1-15
作者:  Chen, GY;  Goh, CJ;  Yang, XQ
收藏  |  浏览/下载：86/0  |  提交时间：2018/07/30
vector variational inequality  quasi-vector variational inequality  cone-quasi-convexity  nonlinear scalarization  
An alternative theorem for generalized variational inequalities and solvability of nonlinear quasi-P-*(M)-complementarity problems 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2000, 卷号: 109, 期号: 2-3, 页码: 167-182
作者:  Zhao, YB;  Yuan, JY
收藏  |  浏览/下载：103/0  |  提交时间：2018/07/30
(generalized) variational inequality  complementarity problem  exceptional family for variational inequality  quasi-P-*(M)-maps