Optimal buying at the global minimum in a regime switching model (Q502365): Difference between revisions
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| Property / author | |||
| Property / author: Sumit K. Garg / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6670579 / rank | |||
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| Property / zbMATH Keywords | |||
regime switching model | |||
| Property / zbMATH Keywords: regime switching model / rank | |||
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globally minimal price | |||
| Property / zbMATH Keywords: globally minimal price / rank | |||
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optimal stopping | |||
| Property / zbMATH Keywords: optimal stopping / rank | |||
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stochastic recursive algorithm | |||
| Property / zbMATH Keywords: stochastic recursive algorithm / rank | |||
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asset purchase | |||
| Property / zbMATH Keywords: asset purchase / rank | |||
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Revision as of 00:39, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal buying at the global minimum in a regime switching model |
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Optimal buying at the global minimum in a regime switching model (English)
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5 January 2017
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regime switching model
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globally minimal price
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optimal stopping
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stochastic recursive algorithm
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asset purchase
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