BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET (Q3173706)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET |
scientific article |
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BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET (English)
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10 October 2011
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mean-reversion
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regime switching
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optimal stopping
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