Pages that link to "Item:Q3119637"
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The following pages link to Optimal starting–stopping and switching of a CIR process with fixed costs (Q3119637):
Displaying 6 items.
- Speculative futures trading under mean reversion (Q1627723) (← links)
- Optimal trading with a trailing stop (Q2020306) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- Optimal times to buy and sell a home (Q6492033) (← links)