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Optimal Trading with a Trailing Stop.

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Bibliographic Details
Title: Optimal Trading with a Trailing Stop.
Authors: Leung, Tim1 (AUTHOR) timleung@uw.edu, Zhang, Hongzhong2 (AUTHOR)
Source: Applied Mathematics & Optimization. Apr2021, Vol. 83 Issue 2, p669-698. 30p.
Database: Academic Search Ultimate
Description
ISSN:00954616
DOI:10.1007/s00245-019-09559-0