On predicting the maximum of a semimartingale and the optimal moment to sell a stock (Q500285): Difference between revisions

@@ Property / author @@
-Roman V. Ivanov
@@ Property / author: Roman V. Ivanov / rank @@
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@@ Property / author @@
+Roman V. Ivanov
@@ Property / author: Roman V. Ivanov / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Thou shalt buy and hold
@@ Property / cites work: Thou shalt buy and hold / rank @@
+Normal rank
@@ Property / cites work @@
+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Buy Low and Sell High
@@ Property / cites work: Buy Low and Sell High / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE
+Normal rank
@@ Property / cites work @@
+Detecting the Maximum of a Scalar Diffusion with Negative Drift
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@@ Property / cites work @@
+On predicting the ultimate maximum for exponential Lévy processes
+Normal rank
@@ Property / cites work @@
+Q3378055
@@ Property / cites work: Q3378055 / rank @@
+Normal rank
@@ Property / cites work @@
+Hyperbolic distributions in finance
@@ Property / cites work: Hyperbolic distributions in finance / rank @@
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@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
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+On Duality Principle for Hedging Strategies in Diffusion Models
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+On the Heston Model with Stochastic Interest Rates
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@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1134/s000511791507005x
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@@ Property / OpenAlex ID @@
+W2411693492
@@ Property / OpenAlex ID: W2411693492 / rank @@
+Normal rank