Pages that link to "Item:Q259389"
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The following pages link to Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389):
Displaying 12 items.
- Optimal switching decisions under stochastic volatility with fast mean reversion (Q322644) (← links)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- Optimal entry and exit decisions under uncertainty and the impact of mean reversion (Q2079296) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Stochastic optimal switching model for migrating population dynamics (Q3304317) (← links)
- Optimal Switching over Multiple Regimes (Q3581019) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4554412) (← links)
- Switching Strategies for Sequential Decision Problems With Multiplicative Loss With Application to Portfolios (Q4569699) (← links)
- Optimal pair-trading strategy over long/short/square positions—empirical study (Q4957233) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- An optimal switching approach toward cost-effective control of a stand-alone photovoltaic panel system under stochastic environment (Q6574638) (← links)
