Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case (Q4971977): Difference between revisions

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Latest revision as of 01:13, 21 July 2024

scientific article; zbMATH DE number 7135134
Language Label Description Also known as
English
Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case
scientific article; zbMATH DE number 7135134

    Statements

    Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case (English)
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    22 November 2019
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    time inconsistency
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    optimal stopping
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    liquidation strategy
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    mean-variance problem
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    subgame perfect Nash equilibrium
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    Identifiers

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