Pages that link to "Item:Q5274167"

The following pages link to Optimal selling rules in a regime switching model (Q5274167):

Displaying 7 items.

• Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
• 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)
• 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)
• Optimal selling rule in a regime switching Lévy market (Q638071) (← links)
• Optimal decision for selling an illiquid stock (Q658561) (← links)