An Optimal Trading Rule Under a Switchable Mean-Reversion Model. - Duy Nguyen; Jingzhi Tie; Qing Zhang 003 (J. Optim. Theory Appl., 2014)

An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions. - Jingzhi Tie; Hanqin Zhang; Qing Zhang 003 (J. Optim. Theory Appl., 2018)