Pages that link to "Item:Q2496679"
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The following pages link to Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679):
Displayed 10 items.
- 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)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- A model for optimal stopping in advertisement (Q974528) (← links)
- Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
- LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)
- A Bayesian regime-switching time-series model (Q3103191) (← links)
- Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724) (← links)