Pages that link to "Item:Q4585004"
From MaRDI portal
The following pages link to Optimal Selling of an Asset with Jumps Under Incomplete Information (Q4585004):
Displaying 6 items.
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
- Optimal Liquidation of an Asset under Drift Uncertainty (Q2813079) (← links)
- Dynkin Games with Incomplete and Asymmetric Information (Q5076713) (← links)
- AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
