Optimal time to invest when the price processes are geometric Brownian motions (Q1387770): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s007800050042 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1990728587 / rank | |||
Normal rank | |||
Revision as of 19:55, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time to invest when the price processes are geometric Brownian motions |
scientific article |
Statements
Optimal time to invest when the price processes are geometric Brownian motions (English)
0 references
18 January 1999
0 references
optimal stopping time
0 references
continuation region
0 references
stopping set
0 references
