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

@@ Property / DOI @@
-.1016/j.jmaa.2014.06.049
@@ Property / DOI: 10.1016/j.jmaa.2014.06.049 / rank @@
-Normal rank
@@ Property / author @@
-Qing Zhang
@@ Property / author: Qing Zhang / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J20
@@ Property / Mathematics Subject Classification ID: 60J20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J40
@@ Property / Mathematics Subject Classification ID: 49J40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6334355
@@ Property / zbMATH DE Number: 6334355 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Markov chain asset
@@ Property / zbMATH Keywords: Markov chain asset / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal stopping
@@ Property / zbMATH Keywords: optimal stopping / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+variational inequalities
@@ Property / zbMATH Keywords: variational inequalities / rank @@
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@@ Property / author @@
+Qing Zhang
@@ Property / author: Qing Zhang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2014.06.049
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@@ Property / OpenAlex ID @@
+W2074895342
@@ Property / OpenAlex ID: W2074895342 / rank @@
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@@ Property / cites work @@
+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
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@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
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@@ Property / cites work @@
+Optimal selling rules in a regime switching model
@@ Property / cites work: Optimal selling rules in a regime switching model / rank @@
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@@ Property / cites work @@
+Q3160507
@@ Property / cites work: Q3160507 / rank @@
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@@ Property / cites work @@
+An explicit solution for an optimal stopping/optimal control problem which models an asset sale
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+The Markov Chain Market
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+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
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@@ Property / DOI @@
+.1016/J.JMAA.2014.06.049
@@ Property / DOI: 10.1016/J.JMAA.2014.06.049 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:401059