Pages that link to "Item:Q957514"

The following pages link to An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514):

Displaying 13 items.

• Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
• Optimal selling of an asset under incomplete information (Q655226) (← links)
• Optimal investment with stopping in finite horizon (Q2405721) (← links)
• A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
• Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
• Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
• Optimal Consumption and Sale Strategies for a Risk Averse Agent (Q2832613) (← links)
• Convergence of option rewards for multivariate price processes (Q2849283) (← links)
• OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842) (← links)
• Exit option for a class of profit functions (Q3174920) (← links)
• Optimal Stopping and Reselling of European Options (Q4562221) (← links)
• LIQUIDATION OF AN INDIVISIBLE ASSET WITH INDEPENDENT INVESTMENT (Q4635036) (← links)
• Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216) (← links)