An optimal mean-reversion trading rule under a Markov chain model (Q326803): Difference between revisions

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Latest revision as of 17:58, 12 July 2024

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An optimal mean-reversion trading rule under a Markov chain model
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    An optimal mean-reversion trading rule under a Markov chain model (English)
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    12 October 2016
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    mean-reversion Markovian asset
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    optimal stopping
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    variational inequalities
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