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Selling at the ultimate maximum in a regime-switching model
Liu, Yue; Privault, Nicolas - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-27
Persistent link: https://www.econbiz.de/10011686946
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An optimal stopping problem of detecting entry points for trading modeled by geometric Brownian motion
Liu, Yue; Yang, Aijun; Zhang, Jijian; Yao, Jingjing - In: Computational economics 55 (2020) 3, pp. 827-843
Persistent link: https://www.econbiz.de/10012223679
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How to purchase carbon emission right optimally for energy-consuming enterprises? : analysis based on optimal stopping model
Liu, Yue; Sun, Huaping; Meng, Bo; Jin, Shunlin; Chen, Bin - In: Energy economics 124 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014483074