A class of solvable multiple entry problems with forced exits
From MaRDI portal
Publication:2422352
DOI10.1007/s00245-017-9449-6zbMath1417.49004arXiv1610.02877OpenAlexW2963945399MaRDI QIDQ2422352
Publication date: 19 June 2019
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.02877
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- A survey and some generalizations of Bessel processes
- Optimal stopping with information constraint
- A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
- An investment model with entry and exit decisions
- ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS
- Sequential entry and exit decisions with an ergodic performance criterion
- Markov Processes, Brownian Motion, and Time Symmetry
- A Sequential Entry Problem with Forced Exits
This page was built for publication: A class of solvable multiple entry problems with forced exits