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An optimal stopping problem of detecting entry points for trading modeled by geometric Brownian motion
Liu, Yue
;
Yang, Aijun
;
Zhang, Jijian
;
Yao, Jingjing
- In:
Computational economics
55
(
2020
)
3
,
pp. 827-843
Persistent link: https://www.econbiz.de/10012223679
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