Switching between a pair of stocks: an optimal trading rule (Q2001567)
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scientific article; zbMATH DE number 7076375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Switching between a pair of stocks: an optimal trading rule |
scientific article; zbMATH DE number 7076375 |
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Switching between a pair of stocks: an optimal trading rule (English)
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3 July 2019
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switching trading
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quasi-variational inequalities
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geometric Brownian motions with regime switching
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