Stock trading: An optimal selling rule
- Author
- ZHANG, Q1
[1] Department of Mathematics, Boyd Graduate Studies Research Center, University of Georgia, Athens, GA 30602, United States - Source
SIAM journal on control and optimization. 2001, Vol 40, Num 1, pp 64-87 ; ref : 20 ref
- CODEN
- SJCODC
- ISSN
- 0363-0129
- Scientific domain
- Control theory, operational research
- Publisher
- Society for Industrial and Applied Mathematics, Philadelphia, PA
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Approche probabiliste Base connaissance Chaîne Markov Equation différentielle Marché Modèle 1 dimension Modèle 2 dimensions Modélisation Mouvement brownien Méthode numérique Prix vente Problème valeur limite Synthèse par règle Système expert Timing
- Keyword (en)
- Probabilistic approach Knowledge base Markov chain Differential equation Markets One dimensional model Two dimensional model Modeling Brownian motion Numerical method Selling price Boundary value problem Rule synthesis Expert system Timing
- Keyword (es)
- Enfoque probabilista Base conocimiento Cadena Markov Ecuación diferencial Mercado Modelo 1 dimensión Modelo 2 dimensiones Modelización Movimiento browniano Método numérico Precio venta Problema valor limite Síntesis por regla Sistema experto Timing
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A13 Inventory control, production control. Distribution
- Discipline
- Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 14246886
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1137/S0363012999356325 
https://dx.doi.org/10.1137/S0363012999356325
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