Optimal mean-variance selling strategies (Q253104): Difference between revisions
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Revision as of 02:25, 20 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)
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8 March 2016
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nonlinear optimal stopping
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geometric Brownian motion
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static optimality
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dynamic optimality
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mean-variance analysis
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smooth fit
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free-boundary problem
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