Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135)
From MaRDI portal
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
