Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135)
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scientific article; zbMATH DE number 6957847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching under a hybrid diffusion model and applications to stock trading |
scientific article; zbMATH DE number 6957847 |
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Optimal switching under a hybrid diffusion model and applications to stock trading (English)
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17 October 2018
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optimal switching
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Markov chain
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variational inequalities
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viscosity solution
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stock trading rule
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