Pages that link to "Item:Q5274167"
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The following pages link to Optimal selling rules in a regime switching model (Q5274167):
Displaying 24 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← 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)
- Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- A convex optimization approach to filtering in jump linear systems with state dependent transitions (Q983944) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Portfolio strategy of financial market with regime switching driven by geometric Lévy process (Q1724346) (← links)
- An optimal trading rule under a switchable mean-reversion model (Q2247920) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Pairs trading: an optimal selling rule (Q2356558) (← links)
- Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
- Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
- Optimal stopping of switching diffusions with state dependent switching rates (Q2804561) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- Optimal stopping of Markov switching Lévy processes (Q2875272) (← links)
- SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL (Q2986670) (← links)
- LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
- On the stabilization of switched linear stochastic systems with unobservable switching laws (Q3181349) (← links)
- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)
