Optimal buying at the global minimum in a regime switching model
Bibliographic Data
| ID | 11285305 |
|---|---|
| Authors | Aijun Yang (0000-0002-0447-7493, Nanjing Forestry University), Yue Liu (0000-0001-8357-1332, Nanjing University of Finance and Economics, corresponding author), Ju Xiang (0000-0002-3045-5706, Southern University of Science and Technology, corresponding author), Hongqiang Yang, Hong-Qiang Yang (0000-0002-6598-2936, Nanjing Forestry University) |
| Year | 2016 |
| Volume | 84 |
| Pages | 50-55 |
| Publication date | 2016-11-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Mathematical Social Sciences (JOURNAL) |
| Journal identifiers | ISSN: 0165-4896 • E-ISSN: 1879-3118 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/j.mathsocsci.2016.08.005 |
| OpenAlex | W2512651533 |
| Language | EN |
| References cited | 18 |
Econometrics · Economics · Microeconomics · Computer Science · Economic theories and models · Financial Risk and Volatility Modeling · Stochastic processes and financial applications
| Citation velocity | historical |
|---|---|
| Highly cited | No |