Optimal Buy/Sell Rules for Correlated Random Walks (Q5459906)

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scientific article; zbMATH DE number 5270289
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Optimal Buy/Sell Rules for Correlated Random Walks
scientific article; zbMATH DE number 5270289

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    Optimal Buy/Sell Rules for Correlated Random Walks (English)
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    30 April 2008
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    correlated random walk
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    multiple stopping
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    buy/sell strategy
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