Pages that link to "Item:Q3633139"
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The following pages link to Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139):
Displayed 10 items.
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Optimal double stopping of a Brownian bridge (Q2786434) (← links)
- Optimal Trend Following Trading Rules (Q2806822) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)