Pages that link to "Item:Q3506528"
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The following pages link to A Model for Reversible Investment Capacity Expansion (Q3506528):
Displayed 36 items.
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Watermark options (Q503393) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Optimal spot market inventory strategies in the presence of cost and price risk (Q627457) (← links)
- Parabolic variational inequality with parameter and gradient constraints (Q641654) (← links)
- Building up an illiquid stock position subject to expected fund availability: optimal controls and numerical methods (Q681935) (← links)
- A stochastic partially reversible investment problem on a finite time-horizon: free-boundary analysis (Q744236) (← links)
- Solving singular control from optimal switching (Q945041) (← links)
- An optimal strategy for pairs trading under geometric Brownian motions (Q1626514) (← links)
- Switching between a pair of stocks: an optimal trading rule (Q2001567) (← links)
- Irreversible capital accumulation with economic impact (Q2013934) (← links)
- Non-convex Hamilton-Jacobi equations with gradient constraints (Q2033013) (← links)
- Optimal long-term contracts with disability insurance under limited commitment (Q2138619) (← links)
- MFGs for partially reversible investment (Q2145812) (← links)
- Optimal retirement and portfolio selection with consumption ratcheting (Q2190059) (← links)
- An integral equation approach for optimal investment policies with partial reversibility (Q2213041) (← links)
- Singular control of the drift of a Brownian system (Q2238968) (← links)
- Modelling information flows by Meyer-\( \sigma \)-fields in the singular stochastic control problem of irreversible investment (Q2240480) (← links)
- An optimal trading rule under a switchable mean-reversion model (Q2247920) (← links)
- On an integral equation for the free-boundary of stochastic, irreversible investment problems (Q2258528) (← links)
- Irreversible investment with fixed adjustment costs: a stochastic impulse control approach (Q2323336) (← links)
- Optimality of doubly reflected Lévy processes in singular control (Q2348300) (← links)
- Trading a mean-reverting asset: buy low and sell high (Q2440761) (← links)
- A solvable singular control problem driven by a jump diffusion process with applications (Q2803407) (← links)
- A MODEL FOR THE LONG-TERM OPTIMAL CAPACITY LEVEL OF AN INVESTMENT PROJECT (Q3005956) (← links)
- Exit option for a class of profit functions (Q3174920) (← links)
- On the Optimal Management of Public Debt: a Singular Stochastic Control Problem (Q3176296) (← links)
- Pairs trading: an optimal selling rule under a regime switching model (Q4989153) (← links)
- Pairs Trading under Geometric Brownian Motion Models (Q5050093) (← links)
- A Singular Stochastic Control Problem with Interconnected Dynamics (Q5130896) (← links)
- Optimal Control of Brownian Inventory Models with Convex Holding Cost: Average Cost Case (Q5168872) (← links)
- Stochastic nonzero-sum games: a new connection between singular control and optimal stopping (Q5215005) (← links)
- A Solvable Two-Dimensional Degenerate Singular Stochastic Control Problem with Nonconvex Costs (Q5219728) (← links)
- A Nonconvex Singular Stochastic Control Problem and its Related Optimal Stopping Boundaries (Q5254904) (← links)
- The Maximality Principle in Singular Control with Absorption and Its Applications to the Dividend Problem (Q6180251) (← links)