Pages that link to "Item:Q2719153"
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The following pages link to Stock Trading: An Optimal Selling Rule (Q2719153):
Displaying 50 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
- On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
- Perpetual American maximum options with Markov-modulated dynamics (Q392759) (← links)
- Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- A regime-switching model with the volatility smile for two-asset European options (Q462338) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
- Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching (Q505851) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696) (← links)
- Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Computational methods for pricing American put options (Q850830) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- Multi-period optimization portfolio with bankruptcy control in stochastic market (Q876610) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
- Asymptotic properties of parabolic systems for null-recurrent switching diffusions (Q1036866) (← links)
- Portfolio selection in stochastic markets with HARA utility functions (Q1037679) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Tamed-Euler method for hybrid stochastic differential equations with Markovian switching (Q1730321) (← links)
- Real option valuation for reserve capacity (Q1752795) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Dynamic portfolio optimization under multi-factor model in stochastic markets (Q1929951) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- A note on explicit Milstein-type scheme for stochastic differential equation with Markovian switching (Q2029663) (← links)
- Stabilization in general decay rate of discrete feedback control for non-autonomous Markov jump stochastic systems (Q2060229) (← links)
- On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes (Q2061205) (← links)
- Stabilization for hybrid stochastic systems by aperiodically intermittent control (Q2061247) (← links)
- Generalization of affine feedback stock trading results to include stop-loss orders (Q2063816) (← links)
- Hybrid optimal impulse control (Q2125528) (← links)
