The following pages link to (Q4313037):
Displaying 17 items.
- Optimal dynamic procurement policies for a storable commodity with Lévy prices and convex holding costs (Q320103) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Stock repurchase with an adaptive reservation price: a study of the greedy policy (Q631204) (← links)
- Buying and selling behavior in stochastic environments with backstop markets (Q749419) (← links)
- The \((S,s)\) policy is an optimal trading strategy in a class of commodity price speculation problems (Q868617) (← links)
- Optimal trading of stock options under alternative strategy (Q1206118) (← links)
- Some trading strategies on the securities market (Q1407067) (← links)
- On the complexity of energy storage problems (Q1662159) (← links)
- Optimal control of the purchase and sale of shares (Q1882311) (← links)
- Optimal trading strategy under disordered asset return and Knightian uncertainty (Q2860190) (← links)
- Optimal Commodity Trading with a Capacitated Storage Asset (Q3117275) (← links)
- A forward algorithm for a generalized wheat trading model (Q3731341) (← links)
- (Q4687873) (← links)
- (Q4886080) (← links)
- Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)
- Optimal trading with transaction costs and short-term predictability (Q6053124) (← links)
- A discrete-time optimal execution problem with market prices subject to random environments (Q6081612) (← links)
