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scientific article
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scientific article

    Statements

    publication date
    9 February 2005
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    Mathematics Subject Classification ID
    91G10
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    91B30
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    91B70
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    60G40
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    90C05
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    zbMATH DE Number
    2133115
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    zbMATH Keywords
    stock price
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    geometric Brownian motion
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    stop-loss limit
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    target price
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    linear programming
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