A model for stock price fluctuations based on information
From MaRDI portal
Publication:4674512
DOI10.1109/TIT.2002.1003827zbMath1061.91032OpenAlexW2040843824MaRDI QIDQ4674512
Publication date: 11 May 2005
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2002.1003827
Related Items (8)
Stock loan valuation under a regime-switching model with mean-reverting and finite maturity ⋮ Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation ⋮ Real options approach for fashionable and perishable products using stock loan with regime switching ⋮ Optimal buying at the global minimum in a regime switching model ⋮ Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching ⋮ Difference equations with random delay ⋮ Maximizing the discounted survival probability in Vardi's casino ⋮ A useful extension of Itô's formula with applications to optimal stopping
This page was built for publication: A model for stock price fluctuations based on information