LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847): Difference between revisions

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Latest revision as of 04:15, 4 July 2024

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LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING
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    LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (English)
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    9 June 2011
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    optimal control
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    state constraint
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    selling rule
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    regime-switching model
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