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Zervos, Mihail ORCID: 0000-0001-5194-6881, Johnson, Timothy C. and Alazemi, Fares
(2013)
Buy-low and sell-high investment strategies.
Mathematical Finance, 23 (3).
pp. 560-578.
ISSN 0960-1627
Johnson, Timothy C. and Zervos, Mihail ORCID: 0000-0001-5194-6881
(2010)
The explicit solution to a sequential switching problem with non-smooth data.
Stochastics: an International Journal of Probability and Stochastic Processes, 82 (1).
pp. 69-109.
ISSN 1744-2508