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Optimal buying at the global minimum in a regime switching model - MaRDI portal

Optimal buying at the global minimum in a regime switching model (Q502365)

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scientific article; zbMATH DE number 6670579
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Optimal buying at the global minimum in a regime switching model
scientific article; zbMATH DE number 6670579

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    Optimal buying at the global minimum in a regime switching model (English)
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    5 January 2017
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    regime switching model
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    globally minimal price
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    optimal stopping
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    stochastic recursive algorithm
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    asset purchase
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