Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model (Q3631945)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model |
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Optimal Selling Rules in a Regime-Switching Exponential Gaussian Diffusion Model (English)
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22 June 2009
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optimal selling rule
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Markov chain
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regime-switching
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Gaussian diffusion
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boundary value problem
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stochastic recursive algorithm
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stop-loss
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profit target
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