Pages that link to "Item:Q3458137"

The following pages link to Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137):

Displayed 9 items.

• Speculative futures trading under mean reversion (Q1627723) ‎ (← links)
• An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) ‎ (← links)
• Optimal trading with a trailing stop (Q2020306) ‎ (← links)
• Speculative trading, prospect theory and transaction costs (Q2111243) ‎ (← links)
• Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) ‎ (← links)
• Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) ‎ (← links)
• MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) ‎ (← links)
• Optimal mean-reversion strategy in the presence of bid-ask spread and delays in capital allocations (Q4619542) ‎ (← links)
• Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) ‎ (← links)