Pages that link to "Item:Q2496679"

The following pages link to Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679):

Displaying 18 items.

• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
• Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889) (← links)
• Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
• Optimal algorithms for trading large positions (Q445966) (← links)
• Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
• Optimal decision for selling an illiquid stock (Q658561) (← links)
• The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
• Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
• A model for optimal stopping in advertisement (Q974528) (← links)
• Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
• Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945) (← links)
• Optimal investment decision under switching regimes of subsidy support (Q2183316) (← links)
• Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
• Optimal selling strategies under regime-switching market environment with finite expiry (Q2236234) (← links)
• Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
• Optimal stopping of Markov switching Lévy processes (Q2875272) (← links)
• LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)
• A Bayesian regime-switching time-series model (Q3103191) (← links)