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Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs

https://doi.org/10.2139/ssrn.2493492
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The 19 checked references that resolve
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OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
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Optimal Timing to Purchase Options
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Stochastic Differential Equations
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Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies
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BUY‐LOW AND SELL‐HIGH INVESTMENT STRATEGIES
resolves10.1016/j.automatica.2007.11.003
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