Optimal Selling of an Asset with Jumps Under Incomplete Information
From MaRDI portal
Publication:4585004
DOI10.1080/1350486X.2013.810462zbMath1396.91694MaRDI QIDQ4585004
Publication date: 5 September 2018
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Related Items
Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach, Dynkin Games with Incomplete and Asymmetric Information, Asset liquidation under drift uncertainty and regime-switching volatility, Optimal entry decision of unemployment insurance under partial information, Optimal Liquidation of an Asset under Drift Uncertainty, AMERICAN OPTIONS AND INCOMPLETE INFORMATION
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal selling of an asset under incomplete information
- Point processes and queues. Martingale dynamics
- Comment on “Investment Timing Under Incomplete Information”
- Financial Modelling with Jump Processes
- Investment Timing Under Incomplete Information
- Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses
- Equqtions D'Hamilton-Jacobi Du Premier Ordre Avec Termes Intégro-Différentiels