Pages that link to "Item:Q2719153"

The following pages link to Stock Trading: An Optimal Selling Rule (Q2719153):

Displaying 39 items.

• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
• Optimal inventory control with path-dependent cost criteria (Q271839) (← links)
• On singular control problems with state constraints and regime-switching: a viscosity solution approach (Q290828) (← links)
• An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Perpetual American maximum options with Markov-modulated dynamics (Q392759) (← links)
• Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
• Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
• Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
• A regime-switching model with the volatility smile for two-asset European options (Q462338) (← links)
• Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
• Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
• Some results on almost sure stability of non-autonomous stochastic differential equations with Markovian switching (Q505851) (← links)
• A trend-following strategy: conditions for optimality (Q534275) (← links)
• Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
• Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• Optimal portfolio selection with liability management and Markov switching under constrained variance (Q636696) (← links)
• Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
• Optimal decision for selling an illiquid stock (Q658561) (← links)
• Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
• Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
• Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
• Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
• Computational methods for pricing American put options (Q850830) (← links)
• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
• A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications (Q4646819) (← links)
• Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
• A general maximum principle for progressive optimal stochastic control problems with Markov regime-switching (Q5041366) (← links)
• Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
• STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA (Q5472786) (← links)
• Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← links)
• Safety verification for regime-switching jump diffusions via barrier certificates (Q6052173) (← links)
• On theoretical foundations of mostly model-free cross-coupled simultaneously long-short stock trading controllers (Q6092460) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
• Exponential ergodicity for stochastic functional differential equations with Markovian switching (Q6150483) (← links)
• Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)