OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493): Difference between revisions

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Latest revision as of 22:01, 10 July 2024

scientific article
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OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT
scientific article

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    OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (English)
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    20 October 2015
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    optimal stopping
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    optimal selling strategy
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    stopping moment
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    running maximum
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    scaling
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    free boundary partial differential equation
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