@article{article, title = {{Dynamic modeling of mean-reverting spreads for statistical arbitrage}}, url = {{}}, year = {{2011}}, month = {{1}}, author = {{Triantafyllopoulos K and Montana G}}, doi = {{10.1007/s10287-009-0105-8}}, volume = {{8}}, journal = {{Computational Management Science}}, issue = {{1-2}}, pages = {{23-49}}, note = {{Accessed on 2025/05/30}}}