Pages that link to "Item:Q655226"
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The following pages link to Optimal selling of an asset under incomplete information (Q655226):
Displayed 16 items.
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
- Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
- Momentum liquidation under partial information (Q3188565) (← links)
- Optimal Selling of an Asset with Jumps Under Incomplete Information (Q4585004) (← links)
- A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
- SHORT SELLING WITH MARGIN RISK AND RECALL RISK (Q5066301) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- Optimal Closing of a Momentum Trade (Q5299563) (← links)
- With or without replacement? Sampling uncertainty in Shepp’s urn scheme (Q6102059) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)