Pages that link to "Item:Q316889"
From MaRDI portal
The following pages link to Optimal liquidation in a finite time regime switching model with permanent and temporary pricing impact (Q316889):
Displaying 3 items.
- Regular finite fuel stochastic control problems with exit time (Q328524) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Optimal selling strategies under regime-switching market environment with finite expiry (Q2236234) (← links)
