Pages that link to "Item:Q4785879"
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The following pages link to Recursive Algorithms for Stock Liquidation: A Stochastic Optimization Approach (Q4785879):
Displayed 50 items.
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations (Q425955) (← links)
- Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching (Q505851) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Optimal decision for selling an illiquid stock (Q658561) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- Recursive algorithms for trailing stop: Stochastic approximation approach (Q711707) (← links)
- Computational methods for pricing American put options (Q850830) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- Stochastic optimization algorithms for barrier dividend strategies (Q953387) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
- Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique (Q1643757) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Stability analysis of stochastic differential equations with Markovian switching (Q1932738) (← links)
- Stochastic stabilization of hybrid differential equations (Q1937527) (← links)
- Stabilization in general decay rate of discrete feedback control for non-autonomous Markov jump stochastic systems (Q2060229) (← links)
- Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability (Q2103655) (← links)
- New criteria of almost sure exponential stability and instability of nonlinear stochastic systems with a generalization to stochastic coupled systems (Q2137172) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Stabilization and destabilization of hybrid systems by periodic stochastic controls (Q2243023) (← links)
- Asymptotic stability of nonlinear hybrid stochastic systems driven by linear discrete time noises (Q2283249) (← links)
- Block trading: building up a stock position under a regime switching model (Q2283673) (← links)
- Robust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition rates (Q2338887) (← links)
- Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
- Asymptotic properties of jump-diffusion processes with state-dependent switching (Q2389228) (← 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)
- On the stability of jump-diffusions with Markovian switching (Q2474962) (← links)
- A hybrid deep learning method for optimal insurance strategies: algorithms and convergence analysis (Q2657006) (← links)
- Almost Sure Exponential Stabilization of a Class of Uncertain Stochastic Systems with Markovian Switching (Q2790024) (← links)
- Moment exponential stability analysis of Markovian jump stochastic differential equations with uncertain transition jump rates (Q2792184) (← links)
- LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (Q3005847) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
- A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708) (← links)
- Stabilization of nonlinear hybrid stochastic delay systems by feedback control based on discrete-time state and mode observations (Q3389520) (← 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)
- A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
- Constrained optimality for controlled switching diffusions with an application to stock purchasing (Q5120736) (← links)
- Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134) (← links)
- Numerical solutions for jump-diffusions with regime switching (Q5460725) (← links)
- STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA (Q5472786) (← links)
- Stabilization of hybrid neutral stochastic differential delay equations by delay feedback control (Q5963122) (← links)
- Sequences of random matrices modulated by a discrete-time Markov chain* (Q6092932) (← links)
- Discrete-time feedback control for highly nonlinear hybrid stochastic systems with non-differentiable delays (Q6161369) (← links)