Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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