A Near-Optimal Selling Rule for a Two-Time-Scale Market Model (Q5695924): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:38, 7 March 2024
scientific article; zbMATH DE number 2212507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Near-Optimal Selling Rule for a Two-Time-Scale Market Model |
scientific article; zbMATH DE number 2212507 |
Statements
A Near-Optimal Selling Rule for a Two-Time-Scale Market Model (English)
0 references
6 October 2005
0 references
geometric Brownian motion
0 references
regime switching
0 references
multiscale modeling
0 references
near optimality
0 references
selling rule
0 references
