Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs |
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Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (English)
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8 December 2015
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optimal double stopping
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optimal switching
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exponential Ornstein-Uhlenbeck process
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transaction costs
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