Optimal double stopping of a Brownian bridge
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References listed on IDEAS
- Marco Avellaneda & Michael Lipkin, 2003. "A market-induced mechanism for stock pinning," Quantitative Finance, Taylor & Francis Journals, vol. 3(6), pages 417-425.
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- Guillermo Gallego & Garrett van Ryzin, 1994. "Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons," Management Science, INFORMS, vol. 40(8), pages 999-1020, August.
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"Optimal Mean Reversion Trading With Transaction Costs And Stop-Loss Exit,"
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-10-03 (All new papers)
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