Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset liquidation under drift uncertainty and regime-switching volatility |
scientific article |
Statements
Asset liquidation under drift uncertainty and regime-switching volatility (English)
0 references
2 June 2020
0 references
optimal liquidation
0 references
drift uncertainty
0 references
regime-switching volatility
0 references
sequential analysis
0 references
optimal stopping
0 references
stochastic filtering
0 references
0 references
0 references
