Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059)
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scientific article; zbMATH DE number 6334355
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| English | Explicit solutions for an optimal stock selling problem under a Markov chain model |
scientific article; zbMATH DE number 6334355 |
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Explicit solutions for an optimal stock selling problem under a Markov chain model (English)
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26 August 2014
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Markov chain asset
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optimal stopping
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variational inequalities
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0.8244580626487732
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0.8129982352256775
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0.8029979467391968
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0.8022170066833496
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0.7989993095397949
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