Optimal entry and exit strategy under uncertainty with stochastic volatility
Year of publication: |
2020
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Authors: | Huang, Jinwu |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 10.2020, 1, p. 157-172
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Subject: | Entry and Exit | Optimal Strategy | Stochastic Volatility | Uncertainty | Theorie | Theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Markteintritt | Market entry | Risiko | Risk | Marktaustritt | Market exit |
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