Optimal Time to Exchange Two Baskets (Q5391079): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1239/jap/1300198133 / rank | |||
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| Property / cites work: A harmonic function technique for the optimal stopping of diffusions / rank | |||
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| Property / cites work: Optimal time to invest when the price processes are geometric Brownian motions / rank | |||
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| Property / cites work: On optimal timing of investment when cost components are additive and follow geometric diffusions / rank | |||
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Latest revision as of 23:14, 3 July 2024
scientific article; zbMATH DE number 5874510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Time to Exchange Two Baskets |
scientific article; zbMATH DE number 5874510 |
Statements
Optimal Time to Exchange Two Baskets (English)
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5 April 2011
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log Brownian motion
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optimal stopping time
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continuation region
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convex hull
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