Optimal buying at the global minimum in a regime switching model (Q502365): Difference between revisions
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Revision as of 18:15, 19 March 2024
scientific article
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English | 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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