Optimal liquidation of an asset under drift uncertainty (Q2813079)
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scientific article; zbMATH DE number 6593368
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| default for all languages | No label defined |
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| English | Optimal liquidation of an asset under drift uncertainty |
scientific article; zbMATH DE number 6593368 |
Statements
15 June 2016
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optimal asset liquidation
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optimal stopping
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incomplete information
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sequential analysis
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Optimal liquidation of an asset under drift uncertainty (English)
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0.9156951904296876
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0.8966583609580994
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0.8571483492851257
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0.7842414379119873
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