Pages that link to "Item:Q2389600"

The following pages link to Selling a stock at the ultimate maximum (Q2389600):

Displaying 41 items.

• Optimal mean-variance selling strategies (Q253104) (← links)
• Optimal stopping for absolute maximum of homogeneous diffusion (Q255762) (← links)
• Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
• Optimal detection of a hidden target: the median rule (Q424533) (← links)
• Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
• On predicting the maximum of a semimartingale and the optimal moment to sell a stock (Q500285) (← links)
• Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
• Optimal selling of an asset under incomplete information (Q655226) (← links)
• Continuity of the optimal stopping boundary for two-dimensional diffusions (Q670748) (← links)
• Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
• Examples of optimal prediction in the infinite horizon case (Q973174) (← links)
• Minimax perfect stopping rules for selling an asset near its ultimate maximum (Q1686562) (← links)
• Multidimensional investment problem (Q1702880) (← links)
• A recursive algorithm for selling at the ultimate maximum in regime-switching models (Q1703034) (← links)
• Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
• On optimal stopping of multidimensional diffusions (Q2000159) (← links)
• Optimal stopping time of a portfolio selection problem with multi-assets (Q2033993) (← links)
• Quickest real-time detection of a Brownian coordinate drift (Q2083260) (← links)
• Detecting the presence of a random drift in Brownian motion (Q2145816) (← links)
• Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
• Increasing risk: dynamic mean-preserving spreads (Q2304207) (← links)
• Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
• Optimal real-time detection of a drifting Brownian coordinate (Q2657903) (← links)
• Intervene in advance or passively? Analysis and application on congestion control of smart grid (Q2678627) (← links)
• An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
• Time-Randomized Stopping Problems for a Family of Utility Functions (Q2810982) (← links)
• Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
• SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL (Q2986670) (← links)
• A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (Q3067847) (← links)
• Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496) (← links)
• Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy (Q3182424) (← links)
• OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493) (← links)
• Sequential testing problems for Bessel processes (Q4600442) (← links)
• Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index (Q4639222) (← links)
• OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
• Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
• A new method of valuing American options based on Brownian models (Q5079101) (← links)
• THE BRITISH KNOCK-OUT PUT OPTION (Q5249750) (← links)
• Optimal Closing of a Momentum Trade (Q5299563) (← links)
• Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
• Diffusion spiders: Green kernel, excessive functions and optimal stopping (Q6186387) (← links)