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

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+Thou shalt buy and hold
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+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
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+Buy Low and Sell High
@@ Property / cites work: Buy Low and Sell High / rank @@
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+OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE
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+Detecting the Maximum of a Scalar Diffusion with Negative Drift
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+On predicting the ultimate maximum for exponential Lévy processes
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+Q3378055
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+Hyperbolic distributions in finance
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+The Variance Gamma Process and Option Pricing
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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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+Q4905685
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