Pages that link to "Item:Q3633139"
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The following pages link to Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies (Q3633139):
Displaying 16 items.
- Sell or hold: A simple two-stage stochastic combinatorial optimization problem (Q435735) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- Speculative trading, prospect theory and transaction costs (Q2111243) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Optimal double stopping of a Brownian bridge (Q2786434) (← links)
- Optimal trend following trading rules (Q2806822) (← links)
- Buy-low and sell-high investment strategies (Q2847244) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- (Q4313037) (← links)
- A Stochastic Approximation Approach for Trend-Following Trading (Q4562480) (← links)
- MEAN REVERSION TRADING WITH SEQUENTIAL DEADLINES AND TRANSACTION COSTS (Q4608111) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)