Pages that link to "Item:Q3055872"

The following pages link to Trend Following Trading under a Regime Switching Model (Q3055872):

Displaying 47 items.

• Leverage management in a bull-bear switching market (Q311005) (← links)
• Optimal switching at Poisson random intervention times (Q316899) (← links)
• An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
• Stochastic competitive Lotka-Volterra ecosystems under partial observation: feedback controls for permanence and extinction (Q402006) (← links)
• Optimal investment and consumption with proportional transaction costs in regime-switching model (Q481779) (← links)
• Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
• Liquidity risk and optimal dividend/investment strategies (Q506385) (← links)
• Convex analysis in financial mathematics (Q654112) (← links)
• Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
• An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
• Costly arbitrage through pairs trading (Q1657539) (← links)
• Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
• Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
• Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
• Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
• Optimal trading with a trailing stop (Q2020306) (← links)
• Speculative trading, prospect theory and transaction costs (Q2111243) (← links)
• A free boundary problem arising from a multi-state regime-switching stock trading model (Q2172474) (← links)
• An optimal trading rule under a switchable mean-reversion model (Q2247920) (← links)
• Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
• Optimal Trend Following Trading Rules (Q2806822) (← links)
• BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
• Dynamic portfolio optimization across hidden market regimes (Q4554411) (← links)
• Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
• A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← links)
• Dynamic portfolio optimization across hidden market regimes (Q4957232) (← links)
• Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method (Q4986613) (← links)
• Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
• Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
• Data-driven stock trading in financial markets: an adaptive control approach (Q5069042) (← links)
• Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
• Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
• Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
• A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)
• Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
• Impulse control of a diffusion with a change point (Q5265791) (← links)
• A Mathematical Analysis of Technical Analysis (Q5378529) (← links)
• Optimal Retirement Under Partial Information (Q5868936) (← links)
• Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
• Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
• Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)