Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679): Difference between revisions

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Latest revision as of 18:13, 24 June 2024

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Optimal stock liquidation in a regime switching model with finite time horizon
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    Optimal stock liquidation in a regime switching model with finite time horizon (English)
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    20 July 2006
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    optimal selling
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    Markovian switching
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    viscosity solution
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