Switching between a pair of stocks: an optimal trading rule (Q2001567): Difference between revisions
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Revision as of 13:11, 23 September 2024
scientific article
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English | Switching between a pair of stocks: an optimal trading rule |
scientific article |
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Switching between a pair of stocks: an optimal trading rule (English)
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3 July 2019
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switching trading
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quasi-variational inequalities
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geometric Brownian motions with regime switching
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