Thou shalt buy and hold

DOI10.1080/14697680802563732zbMath1154.91478MaRDI QIDQ3605237

Albert N. Shiryaev, Zuo Quan Xu, Xun Yu Zhou

Publication date: 23 February 2009

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680802563732

zbMATH Keywords

optimal stopping; value function; Black-Scholes market; buy and hold; stock goodness index

Mathematics Subject Classification ID

60G40: Stopping times; optimal stopping problems; gambling theory

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Cites Work

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