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On the Optimal Stopping Problem of Linear Diffusions in Regime-switching Models. (arXiv:1711.08883v1 [q-fin.MF])

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In this article, a general form of optimal stopping problems in regime-switching models is studied under certain standard assumptions. An optimal stopping problem with an arbitrary value function in two-regime environment can be reduced to an optimal stopping problem without regime switching. A method of how to find optimal stopping rules is proposed using the techniques available for non-switching problems. In contrast to other methods, verification of optimality for the resulting value function is not necessary. In the end, we discuss a problem which may not be dealt with by the conventional methods, demonstrating the computational simplicity of our approach.


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