Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Explicit solutions for an optimal stock selling problem under a Markov chain model |
scientific article; zbMATH DE number 6334355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions for an optimal stock selling problem under a Markov chain model |
scientific article; zbMATH DE number 6334355 |
Statements
Explicit solutions for an optimal stock selling problem under a Markov chain model (English)
0 references
26 August 2014
0 references
Markov chain asset
0 references
optimal stopping
0 references
variational inequalities
0 references
0 references
