Stock Trading: An Optimal Selling Rule (Q2719153)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stock Trading: An Optimal Selling Rule |
scientific article |
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Stock Trading: An Optimal Selling Rule (English)
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21 June 2001
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optimal selling rule
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geometric Brownian motion
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Markov switching
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two point boundary value problem
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