Optimal mean-variance selling strategies (Q253104): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:50, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal mean-variance selling strategies |
scientific article |
Statements
Optimal mean-variance selling strategies (English)
0 references
8 March 2016
0 references
nonlinear optimal stopping
0 references
geometric Brownian motion
0 references
static optimality
0 references
dynamic optimality
0 references
mean-variance analysis
0 references
smooth fit
0 references
free-boundary problem
0 references
