Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496): Difference between revisions

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+A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk
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+Lévy Processes and Stochastic Calculus
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+The law of the supremum of a stable Lévy process with no negative jumps
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+Predicting the ultimate supremum of a stable Lévy process with no negative jumps
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+Q4888858
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+The trap of complacency in predicting the maximum
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+Selling a stock at the ultimate maximum
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+Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
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+Inequalities: theory of majorization and its applications
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+Optimal prediction of the ultimate maximum of Brownian motion
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+Q4937701
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+Thou shalt buy and hold
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+Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy
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