Pages that link to "Item:Q5695924"

The following pages link to A Near-Optimal Selling Rule for a Two-Time-Scale Market Model (Q5695924):

Displaying 9 items.

• Optimal decision for selling an illiquid stock (Q658561) (← links)
• Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
• Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
• Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
• Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)