Optimal stock liquidation in a regime switching model with finite time horizon (Q2496679)
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scientific article; zbMATH DE number 5042167
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| English | Optimal stock liquidation in a regime switching model with finite time horizon |
scientific article; zbMATH DE number 5042167 |
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Optimal stock liquidation in a regime switching model with finite time horizon (English)
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20 July 2006
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optimal selling
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Markovian switching
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viscosity solution
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0.94009614
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0.9377663
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0.9004007
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0.8943356
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0.88663125
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0.8862772
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0.87946415
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0.87523925
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0.87387764
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0.87279636
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