Optimal selling time in stock market over a finite time horizon (Q692685): Difference between revisions

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+https://doi.org/10.1007/s10255-012-0169-z
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+W2070171837
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+A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk
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+OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE
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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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+An extension of P. Lévy's distributional properties to the case of a Brownian motion with drift
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+Q4368791
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+Optimal prediction of the ultimate maximum of Brownian motion
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+A change-of-variable formula with local time on curves
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+Q2782369
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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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+A Unified “Bang-Bang” Principle with Respect to ${\ccR}$-Invariant Performance Benchmarks
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