Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329)
From MaRDI portal
!
WARNING
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 7207246
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asset liquidation under drift uncertainty and regime-switching volatility |
scientific article; zbMATH DE number 7207246 |
Statements
Asset liquidation under drift uncertainty and regime-switching volatility (English)
0 references
2 June 2020
0 references
optimal liquidation
0 references
drift uncertainty
0 references
regime-switching volatility
0 references
sequential analysis
0 references
optimal stopping
0 references
stochastic filtering
0 references
0 references
0 references
0.8966583609580994
0 references
0.8430163860321045
0 references
0.8245114684104919
0 references
0.7985356450080872
0 references
0.7855721712112427
0 references
