Search Results - subject:"Optimal stopping problems"

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A class of recursive optimal stopping problems with applications to stock trading

Colaneri, Katia; De Angelis, Tiziano - 2021

Persistent link: https://www.econbiz.de/10013329508

A class of recursive optimal stopping problems with applications to stock trading

Colaneri, Katia; De Angelis, Tiziano - In: Mathematics of operations research 47 (2022) 3, pp. 1833-1861

Persistent link: https://www.econbiz.de/10013374973

Discrete-time control with non-constant discount factor

Jasso-Fuentes, Héctor; Menaldi, José-Luis; … - In: Mathematical methods of operations research : ZOR 92 (2020) 2, pp. 377-399

Persistent link: https://www.econbiz.de/10012395581

Trading to stops : the investigation of state-based stopping rules

Imkeller, Nora - 2013

The use of trading stops is a common practice in financial markets for a variety of reasons: it provides a simple way to control losses on a given trade, while also ensuring that profit-taking is not deferred indefinitely; and it allows opportunities to consider reallocating resources to other...

Persistent link: https://www.econbiz.de/10010209394

An approximation scheme for impulse control with random reaction periods

Perera, Sandun; Long, Hongwei - In: Operations research letters 45 (2017) 6, pp. 585-591

Persistent link: https://www.econbiz.de/10011782985

Endogenous trading in credit default swaps

Chesney, Marc; Coculescu, Delia; Gökay, Selim - In: Decisions in economics and finance : DEF ; a journal of … 39 (2016) 1, pp. 1-31

Persistent link: https://www.econbiz.de/10011451640

Finite-horizon optimal multiple switching with signed witching costs

Martyr, Randall - In: Mathematics of operations research 41 (2016) 4, pp. 1432-1447

Persistent link: https://www.econbiz.de/10011595097

Approximation of optimal stopping problems and variational inequalities involving multiple scales in economics and finance

Tsekrekos, Andrianos E.; Yannacopoulos, Athanasios N. - In: Trends in mathematical economics : dialogues between …, (pp. 317-329). 2016

Persistent link: https://www.econbiz.de/10011800853

Essays in operations and inventory management.

Yu, Yimin - 2009

University of Minnesota Ph.D. dissertation. August 2009. Major: Industrial Engineering. Advisor: Saif Benjaafar. 1 computer file (PDF); vi, 116 pages.

Persistent link: https://www.econbiz.de/10009462885

Game option models of convertible bonds : determinants of call policies

Kwok, Yue-Kuen - In: Journal of financial engineering 1 (2014) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10010507972

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