Block trading: building up a stock position under a regime switching model (Q2283673)

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scientific article; zbMATH DE number 7150216
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    Block trading: building up a stock position under a regime switching model
    scientific article; zbMATH DE number 7150216

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      Block trading: building up a stock position under a regime switching model (English)
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      13 January 2020
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      block trading
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      constrained optimal control
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      regime switching
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