Pairs trading

Authors: Robert J. Elliott ^a; John Van Der Hoek ^b; William P. Malcolm ^c

Affiliations:	^a Haskayne School of Business, University of Calgary, Calgary, Alberta, Canada T2N 1N4
	^b Department of Applied Mathematics, The University of Adelaide, Adelaide, South Australia 5005, Australia
	^c National ICT Australia, The Australian National University, Canberra, ACT, Australia 0200

DOI: 10.1080/14697680500149370

Publication Frequency: 8 issues per year

Published in: journal

Quantitative Finance, Volume 5, Issue 3 June 2005 , pages 271 - 276

Subjects: Applied Mathematics; Business Mathematics; Finance & Accounting; Financial Mathematics;

Number of References: 13

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