Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jmaa.2014.06.049 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2074895342 / rank | |||
Normal rank | |||
Revision as of 21:48, 19 March 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
