Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139): Difference between revisions

@@ Property / author @@
-G. George Yin
@@ Property / author: G. George Yin / rank @@
-Normal rank
@@ Property / author @@
-Qing Zhang
@@ Property / author: Qing Zhang / rank @@
-Normal rank
@@ Property / author @@
+G. George Yin
@@ Property / author: G. George Yin / rank @@
+Normal rank
@@ 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 @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/07362990902844181
+Normal rank
@@ Property / OpenAlex ID @@
+W2021732440
@@ Property / OpenAlex ID: W2021732440 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal trading of a security when there are taxes and transaction costs
+Normal rank
@@ Property / cites work @@
+Capital Market Equilibrium with Personal Tax
@@ Property / cites work: Capital Market Equilibrium with Personal Tax / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+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 @@
+Normal rank
@@ Property / cites work @@
+Uniform asymptotic expansions for pricing European options
+Normal rank
@@ Property / cites work @@
+Q3344923
@@ Property / cites work: Q3344923 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4421713
@@ Property / cites work: Q4421713 / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
+Normal rank
@@ Property / cites work @@
+Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach
+Normal rank
@@ Property / cites work @@
+STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA
+Normal rank
@@ Property / cites work @@
+Trading a mean-reverting asset: buy low and sell high
+Normal rank
@@ Property / cites work @@
+Stock Trading: An Optimal Selling Rule
@@ Property / cites work: Stock Trading: An Optimal Selling Rule / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3633139