Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059): Difference between revisions

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Property / DOI: 10.1016/j.jmaa.2014.06.049 / rank
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Latest revision as of 16:28, 9 December 2024

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Explicit solutions for an optimal stock selling problem under a Markov chain model
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    Explicit solutions for an optimal stock selling problem under a Markov chain model (English)
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    26 August 2014
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    Markov chain asset
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    optimal stopping
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    variational inequalities
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