house selling problem optimal stopping

House-selling problem with reward rate criteria and changing costs.
Dec 10, 2007. The optimal stopping rule and the value of the game are obtained. This result can be applied in the house-selling problem and in behavioural.

house selling problem optimal stopping

Optimal stock liquidation in a regime switching model with finite time.

We formulate an optimal stopping problem for a geometric Brownian motion where the probability scale is. those of "buy and hold", "cut loss or take profit", " cut loss and let profit run" and "sell on a percentage of historical high".. IDEAS home.
The optimal stopping problem was studied by McKean [3] back to the 1960s. In Section 3, we obtain the continuity property of the value function and show that.

Optimal Stopping Time for Holding an Asset - Scientific Research.

The Theory of Optimal Stopping: Yuan Shih Chow, Herbert Robbins.
House-selling problem with reward rate criterion and changing costs. Vladimir V. Mazalov, Nikolay V. Peshkov On asymptotic properties of optimal stopping time.
By Wolfgang Stadje; Abstract: The problem of selling a commodity optimally at one of n successive time instants leads to the optimal stopping.. EconPapers Home · About EconPapers · Working Papers · Journal Articles · Books and Chapters.
EconPapers Home. Abstract: We formulate an optimal stopping problem for a geometric Brownian motion where the. those of "buy and hold", "cut loss or take profit", "cut loss and let profit run" and "sell on a percentage of historical high".
Optimal Selling Rule in a Regime Switching Lévy Market.

Семинар "Optimal stopping and stochastic control" - КарНЦ РАН.

House-selling problem with reward rate criterion and changing costs. Vladimir V. Mazalov, Nikolay V. Peshkov On asymptotic properties of optimal stopping time.
By Wolfgang Stadje; Abstract: The problem of selling a commodity optimally at one of n successive time instants leads to the optimal stopping.. EconPapers Home · About EconPapers · Working Papers · Journal Articles · Books and Chapters.
Optimal stopping under probability distortion - Ideas - RePEc.