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Property / full work available at URL: https://doi.org/10.1016/j.mathsocsci.2016.08.005 / rank
 
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Latest revision as of 06:53, 13 July 2024

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Optimal buying at the global minimum in a regime switching model
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    Optimal buying at the global minimum in a regime switching model (English)
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    5 January 2017
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    regime switching model
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    globally minimal price
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    optimal stopping
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    stochastic recursive algorithm
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    asset purchase
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