Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q326802 |
Changed an Item |
||
| Property / author | |||
| Property / author: Qing Zhang / rank | |||
Normal rank | |||
Revision as of 03:15, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions for an optimal stock selling problem under a Markov chain model |
scientific article |
Statements
Explicit solutions for an optimal stock selling problem under a Markov chain model (English)
0 references
26 August 2014
0 references
Markov chain asset
0 references
optimal stopping
0 references
variational inequalities
0 references
