Pages that link to "Item:Q5472786"
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The following pages link to STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA (Q5472786):
Displaying 12 items.
- Recursive algorithms for trailing stop: Stochastic approximation approach (Q711707) (← links)
- Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← 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)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)
- The Robbins-Monro type stochastic differential equations. III. Polyak's averaging (Q3585328) (← links)
- Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
