Optimal selling strategies under regime-switching market environment with finite expiry

DOI10.1155/2021/5920285zbMath1486.91100OpenAlexW3203848851MaRDI QIDQ2236234

Jie Xing, Taoshun He

Publication date: 22 October 2021

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/5920285

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimality conditions for problems involving randomness (49K45) Actuarial science and mathematical finance (91G99)

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