OPTIMAL TIMING FOR SHORT COVERING OF AN ILLIQUID SECURITY
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Publication:3456030
DOI10.15807/jorsj.58.165zbMath1328.91271OpenAlexW2139166187MaRDI QIDQ3456030
Publication date: 11 December 2015
Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15807/jorsj.58.165
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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