Pages that link to "Item:Q2719153"

The following pages link to Stock Trading: An Optimal Selling Rule (Q2719153):

Displaying 50 items.

• Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
• The Dynkin game with regime switching and applications to pricing game options (Q2151666) (← links)
• Long term optimal investment with regime switching: inflation, information and short sales (Q2151682) (← links)
• Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
• The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• On explicit tamed Milstein-type scheme for stochastic differential equation with Markovian switching (Q2175858) (← links)
• Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
• Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
• Optimal selling strategies under regime-switching market environment with finite expiry (Q2236234) (← links)
• Strong convergence of explicit schemes for highly nonlinear stochastic differential equations with Markovian switching (Q2242121) (← links)
• BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
• Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
• Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
• Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
• Pairs trading: an optimal selling rule (Q2356558) (← links)
• Certain properties related to well posedness of switching diffusions (Q2403701) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
• Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
• Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679) (← links)
• Portfolio optimization in stochastic markets (Q2500788) (← links)
• Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model (Q2518552) (← links)
• A simple computational model for analyzing the properties of stop-loss, take-profit, and price breakout trading strategies (Q2565768) (← links)
• Least squares estimators for stochastic differential equations with Markovian switching (Q2697299) (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
• Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
• Optimal stopping of switching diffusions with state dependent switching rates (Q2804561) (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
• A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
• LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)
• A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
• Overtaking optimality for controlled Markov-modulated diffusions (Q3145053) (← links)
• A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708) (← links)
• A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type (Q3174750) (← links)
• Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139) (← links)
• Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
• Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions (Q4591239) (← links)
• Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
• The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system (Q4622808) (← links)
• Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
• A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
• Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
• Asset Allocation with Regime-Switching: Discrete-Time Case (Q4661699) (← links)
• Stability in Distribution of Path-Dependent Hybrid Diffusion (Q4965178) (← links)
• Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
• A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
• Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
• VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (Q5051948) (← links)
• Dynamic programming for semi-Markov modulated SDEs (Q5093684) (← links)