Pages that link to "Item:Q3631945"
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The following pages link to Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model (Q3631945):
Displaying 19 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
- Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information (Q1686663) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability (Q2103655) (← 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)
- An optimal trading rule under a switchable mean-reversion model (Q2247920) (← links)
- Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
- Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
- Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- Divergent Perpetuities Modulated by Regime Switches (Q2841131) (← links)
- SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL (Q2986670) (← links)
- Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
