Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q129760354, #quickstatements; #temporary_batch_1724813321913 |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.automatica.2018.04.048 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.AUTOMATICA.2018.04.048 / rank | |||
Normal rank | |||
Latest revision as of 09:24, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal switching under a hybrid diffusion model and applications to stock trading |
scientific article |
Statements
Optimal switching under a hybrid diffusion model and applications to stock trading (English)
0 references
17 October 2018
0 references
optimal switching
0 references
Markov chain
0 references
variational inequalities
0 references
viscosity solution
0 references
stock trading rule
0 references
0 references
0 references
