Pages that link to "Item:Q655226"
From MaRDI portal
The following pages link to Optimal selling of an asset under incomplete information (Q655226):
Displaying 28 items.
- Sell or hold: A simple two-stage stochastic combinatorial optimization problem (Q435735) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Asking price and price discounts: the strategy of selling an asset under price uncertainty (Q885075) (← links)
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- Minimax perfect stopping rules for selling an asset near its ultimate maximum (Q1686562) (← links)
- Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807) (← links)
- Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
- Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Partial liquidation under reference-dependent preferences (Q2308175) (← links)
- Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
- Optimal liquidation of an asset under drift uncertainty (Q2813079) (← links)
- OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842) (← links)
- OPTIMAL TIMING AND EQUILIBRIUM PRICE FOR SOE PROPERTY RIGHTS TRANSFER UNDER IMPERFECT INFORMATION (Q3019882) (← links)
- Momentum liquidation under partial information (Q3188565) (← links)
- Optimal Selling of an Asset with Jumps Under Incomplete Information (Q4585004) (← links)
- Bayesian selling problem with partial information (Q4629196) (← links)
- A Dynkin Game on Assets with Incomplete Information on the Return (Q4991665) (← links)
- SHORT SELLING WITH MARGIN RISK AND RECALL RISK (Q5066301) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty (Q5108271) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- Optimal Closing of a Momentum Trade (Q5299563) (← 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)
- Short communication: the price of information (Q6606845) (← links)
- On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems (Q6636789) (← links)
