Before revision:  We also investigate the problem critical for practice that parameters of the price difference process are never known exactly and are imprecisely estimated from an observed finite sample . We show how the imprecision affects the optimal trading strategy and quantify the loss caused by the imprecise estimate compared to a theoretical trader knowing the parameters exactly  .
After revision:  We also investigate the problem critical for practice that parameters of the price difference process are never known exactly and are imprecisely estimated from an observed finite sample is investigated (recalling that this problem is critical for practice). It is shown how the imprecision affects the optimal trading strategy and quantify the loss caused by the imprecise estimate compared to a theoretical trader knowing the parameters exactly .