Optimal Closing of a Momentum Trade (Q5299563)
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scientific article; zbMATH DE number 6181232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Closing of a Momentum Trade |
scientific article; zbMATH DE number 6181232 |
Statements
Optimal Closing of a Momentum Trade (English)
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26 June 2013
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optimal stopping
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momentum
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trading
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quickest detection problem for Brownian motion
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