Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions for an optimal stock selling problem under a Markov chain model |
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Explicit solutions for an optimal stock selling problem under a Markov chain model (English)
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26 August 2014
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Markov chain asset
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optimal stopping
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variational inequalities
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