Optimal Selling of an Asset with Jumps Under Incomplete Information (Q4585004)
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scientific article; zbMATH DE number 6932202
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Selling of an Asset with Jumps Under Incomplete Information |
scientific article; zbMATH DE number 6932202 |
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Optimal Selling of an Asset with Jumps Under Incomplete Information (English)
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5 September 2018
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optimal selling of an asset
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incomplete information
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optimal stopping
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jump diffusion model
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