Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329)
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scientific article
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| English | Asset liquidation under drift uncertainty and regime-switching volatility |
scientific article |
Statements
Asset liquidation under drift uncertainty and regime-switching volatility (English)
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2 June 2020
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optimal liquidation
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drift uncertainty
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regime-switching volatility
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sequential analysis
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optimal stopping
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stochastic filtering
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0.8966583609580994
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0.8430163860321045
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0.8245114684104919
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0.7985356450080872
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0.7855721712112427
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