Optimal investment in ambiguous financial markets with learning
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Cited by:
- Andrea Mazzon & Peter Tankov, 2024. "Optimal stopping and divestment timing under scenario ambiguity and learning," Papers 2408.09349, arXiv.org, revised Oct 2024.
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This paper has been announced in the following NEP Reports:- NEP-DES-2023-04-17 (Economic Design)
- NEP-UPT-2023-04-17 (Utility Models and Prospect Theory)
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