Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135): Difference between revisions

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Revision as of 22:51, 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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