Explicit solutions for an optimal stock selling problem under a Markov chain model
DOI10.1016/J.JMAA.2014.06.049zbMATH Open1306.91134OpenAlexW2074895342MaRDI QIDQ401059FDOQ401059
Publication date: 26 August 2014
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.06.049
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Cited In (5)
- Sell or hold: A simple two-stage stochastic combinatorial optimization problem
- An optimal mean-reversion trading rule under a Markov chain model
- Stock trading: an optimal selling rule
- The right time to sell a stock whose price is driven by Markovian noise
- Stability analysis for stochastic differential equations with infinite Markovian switchings
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