Pages that link to "Item:Q957514"
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The following pages link to An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514):
Displaying 18 items.
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- Optimal investment with stopping in finite horizon (Q2405721) (← links)
- A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
- Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
- Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
- Horizon-unbiased utility functions (Q2464859) (← links)
- Optimal liquidation of an asset under drift uncertainty (Q2813079) (← links)
- Optimal consumption and sale strategies for a risk averse agent (Q2832613) (← links)
- Convergence of option rewards for multivariate price processes (Q2849283) (← links)
- OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842) (← links)
- Exit option for a class of profit functions (Q3174920) (← links)
- Optimal Stopping and Reselling of European Options (Q4562221) (← links)
- LIQUIDATION OF AN INDIVISIBLE ASSET WITH INDEPENDENT INVESTMENT (Q4635036) (← links)
- Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216) (← links)
- Optimal timing of business conversion for solvency improvement (Q6565533) (← links)
- On singular control of reflected diffusions (Q6628941) (← links)
- Penalized schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities arising in regime switching utility maximization with optimal stopping (Q6662399) (← links)
