SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL (Q2986670): Difference between revisions

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+.06770
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
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+Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model
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+An explicit solution to an optimal stopping problem with regime switching
+Normal rank
@@ 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 @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+A Finite Time Horizon Optimal Stopping Problem with Regime Switching
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+Option pricing in a regime-switching model using the fast Fourier transform
+Normal rank
@@ Property / cites work @@
+SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL
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+Explicit Solution to an Optimal Switching Problem in the Two‐Regime Case
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@@ Property / cites work @@
+A change-of-variable formula with local time on curves
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@@ Property / cites work @@
+Q3378055
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@@ Property / cites work @@
+Q4172681
@@ Property / cites work: Q4172681 / rank @@
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@@ Property / cites work @@
+Thou shalt buy and hold
@@ Property / cites work: Thou shalt buy and hold / rank @@
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+Q5297394
@@ Property / cites work: Q5297394 / rank @@
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+W2963695673
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