Jingzhi Tie

According to our database1, Jingzhi Tie authored at least 2 papers between 2014 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2018
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions.
J. Optim. Theory Appl., 2018

2014
An Optimal Trading Rule Under a Switchable Mean-Reversion Model.
J. Optim. Theory Appl., 2014


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