A recursive algorithm for selling at the ultimate maximum in regime-switching models (Q1703034)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A recursive algorithm for selling at the ultimate maximum in regime-switching models |
scientific article |
Statements
A recursive algorithm for selling at the ultimate maximum in regime-switching models (English)
0 references
1 March 2018
0 references
optimal stopping
0 references
Markovian regime switching
0 references
non-monotone free boundary
0 references
recursive approximation
0 references
0 references
0 references
