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Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty.

Zuo Quan XuFahuai Yi
Published in: Math. Oper. Res. (2020)
Keyphrases
  • optimal strategy
  • dynamic programming
  • optimal solution
  • data sets
  • feature selection
  • probabilistic model
  • worst case
  • search strategy
  • selection strategy
  • stock trading