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Property / full work available at URL: https://doi.org/10.1016/j.automatica.2018.04.048 / rank
 
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Latest revision as of 23:51, 16 July 2024

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Optimal switching under a hybrid diffusion model and applications to stock trading
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    Optimal switching under a hybrid diffusion model and applications to stock trading (English)
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    17 October 2018
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    optimal switching
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    Markov chain
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    variational inequalities
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    viscosity solution
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    stock trading rule
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