Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET - MaRDI portal

BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET

From MaRDI portal

Publication:3173706

Jump to:navigation, search

DOI10.7468/jksmeb.2011.18.2.129zbMath1225.91071OpenAlexW1998282566MaRDI QIDQ3173706

Dong-Hoon Shin

Publication date: 10 October 2011

Published in: The Pure and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.7468/jksmeb.2011.18.2.129

zbMATH Keywords

optimal stopping regime switching mean-reversion

Mathematics Subject Classification ID

Applications of optimal control and differential games (49N90) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)

This page was built for publication: BUYING AND SELLING RULES FOR A SIMPLE TRANSACTION OF A MEAN-REVERTING ASSET

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:3173706&oldid=16298225"