Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 49J40 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6334355 / rank | |||
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Markov chain asset | |||
| Property / zbMATH Keywords: Markov chain asset / rank | |||
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optimal stopping | |||
| Property / zbMATH Keywords: optimal stopping / rank | |||
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variational inequalities | |||
| Property / zbMATH Keywords: variational inequalities / rank | |||
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Revision as of 16:22, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions for an optimal stock selling problem under a Markov chain model |
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Explicit solutions for an optimal stock selling problem under a Markov chain model (English)
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26 August 2014
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Markov chain asset
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optimal stopping
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variational inequalities
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