Pages that link to "Item:Q2813079"
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The following pages link to Optimal liquidation of an asset under drift uncertainty (Q2813079):
Displaying 24 items.
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Optimal asset liquidation with multiplicative transient price impact (Q1630423) (← links)
- Bayesian sequential least-squares estimation for the drift of a Wiener process (Q2074995) (← links)
- A sequential estimation problem with control and discretionary stopping (Q2096184) (← links)
- 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)
- Partial liquidation under reference-dependent preferences (Q2308175) (← links)
- Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty (Q2323341) (← links)
- Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
- Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
- Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- Sequential testing of a Wiener process with costly observations (Q4639218) (← links)
- Dynkin Games with Incomplete and Asymmetric Information (Q5076713) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- BAYESIAN LEARNING FOR THE MARKOWITZ PORTFOLIO SELECTION PROBLEM (Q5207492) (← links)
- AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
- Two-Sided Singular Control of an Inventory with Unknown Demand Trend (Q6057797) (← links)
- With or without replacement? Sampling uncertainty in Shepp’s urn scheme (Q6102059) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)
- Optimal harvesting policy of an inland fishery resource under incomplete information (Q6574603) (← links)
- On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems (Q6636789) (← links)