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research article

The right time to sell a stock whose price is driven by Markovian noise

Dalang, Robert C.  
•
Hongler, Max-Olivier  
2004
Annals of Applied Probability
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Type
research article
DOI
10.1214/105051604000000747
Author(s)
Dalang, Robert C.  
Hongler, Max-Olivier  
Date Issued

2004

Publisher

Institute of Mathematical Statistics

Published in
Annals of Applied Probability
Volume

14

Issue

4

Start page

2176

End page

2201

Subjects

optimal stopping

•

telegrapher's noise

•

piecewise

•

deterministic Markov process

•

principle of smooth fit

•

Stratégie de Production

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
LPM  
Available on Infoscience
December 1, 2008
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/32041
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