A Near-Optimal Selling Rule for a Two-Time-Scale Market Model (Q5695924): Difference between revisions

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Revision as of 22:55, 5 March 2024

scientific article; zbMATH DE number 2212507
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English
A Near-Optimal Selling Rule for a Two-Time-Scale Market Model
scientific article; zbMATH DE number 2212507

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    A Near-Optimal Selling Rule for a Two-Time-Scale Market Model (English)
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    6 October 2005
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    geometric Brownian motion
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    regime switching
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    multiscale modeling
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    near optimality
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    selling rule
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