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 @@
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@@ Property / author @@
-Qing Zhang
@@ Property / author: Qing Zhang / rank @@
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@@ Property / author @@
+Qing Zhang
@@ Property / author: Qing Zhang / rank @@
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+MaRDI publication profile
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+W2074895342
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+Selling a stock at the ultimate maximum
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+Q4509488
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+Optimal selling rules in a regime switching model
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+Q3160507
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+An explicit solution for an optimal stopping/optimal control problem which models an asset sale
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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