OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493): Difference between revisions

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+Buy Low and Sell High
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+The trap of complacency in predicting the maximum
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+Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift
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+Selling a stock at the ultimate maximum
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+Detecting the Maximum of a Scalar Diffusion with Negative Drift
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+Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
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+Optimal stopping of the maximum process: a converse to the results of Peskir
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+Optimal stopping of the maximum process: The maximality principle
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+Thou shalt buy and hold
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+On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems
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