A Near-Optimal Selling Rule for a Two-Time-Scale Market Model (Q5695924)
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scientific article; zbMATH DE number 2212507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Near-Optimal Selling Rule for a Two-Time-Scale Market Model |
scientific article; zbMATH DE number 2212507 |
Statements
A Near-Optimal Selling Rule for a Two-Time-Scale Market Model (English)
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6 October 2005
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geometric Brownian motion
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regime switching
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multiscale modeling
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near optimality
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selling rule
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