Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JMAA.2014.06.049 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JMAA.2014.06.049 / rank | |||
Normal rank | |||
Latest revision as of 16:28, 9 December 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
0 references
