Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6957847
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal switching under a hybrid diffusion model and applications to stock trading |
scientific article; zbMATH DE number 6957847 |
Statements
Optimal switching under a hybrid diffusion model and applications to stock trading (English)
0 references
17 October 2018
0 references
optimal switching
0 references
Markov chain
0 references
variational inequalities
0 references
viscosity solution
0 references
stock trading rule
0 references
0 references
0 references
0.821459949016571
0 references
0.8122018575668335
0 references
0.8029422760009766
0 references
0.80237877368927
0 references
