Pages that link to "Item:Q964582"
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The following pages link to The effect of mean reversion on entry and exit decisions under uncertainty (Q964582):
Displaying 14 items.
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Irreversible exit decisions under mean-reverting uncertainty (Q403751) (← links)
- Good timing: the economics of optimal stopping (Q413328) (← links)
- Hysteresis effects under CIR interest rates (Q418081) (← links)
- Entry-exit decisions with underlying processes following geometric Lévy processes (Q511983) (← links)
- Leveraged investments and agency conflicts when cash flows are mean reverting (Q1656786) (← links)
- Capacity optimization under uncertainty: the impact of operational time lags (Q1683093) (← links)
- Optimal entry and exit decisions under uncertainty and the impact of mean reversion (Q2079296) (← links)
- Efficient algorithms of pathwise dynamic programming for decision optimization in mining operations (Q2178364) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- Entry and exit decisions with linear costs under uncertainty (Q5265783) (← links)
- Earnings mean reversion and dynamic optimal capital structure (Q6592296) (← links)
