Pages that link to "Item:Q326803"
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The following pages link to An optimal mean-reversion trading rule under a Markov chain model (Q326803):
Displaying 9 items.
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- An optimal trading rule of a mean-reverting asset (Q618955) (← links)
- Stock trading rules under a switchable market (Q1941671) (← links)
- An optimal trading rule under a switchable mean-reversion model (Q2247920) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Optimal trend following trading rules (Q2806822) (← links)
- BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET (Q3173706) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- Learning Theory (Q5473641) (← links)