Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics |
scientific article |
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Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (English)
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18 June 2019
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asset sale
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optimal stopping
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certainty equivalent
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variational inequality
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