Optimal accelerated share repurchases (Q4610214)
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scientific article; zbMATH DE number 6856766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal accelerated share repurchases |
scientific article; zbMATH DE number 6856766 |
Statements
Optimal accelerated share repurchases (English)
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6 April 2018
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algorithmic trading
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accelerated share repurchase
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optimal execution
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American options
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stochastic control
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optimal stopping
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