Optimal time to invest when the price processes are geometric Brownian motions (Q1387770)

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Optimal time to invest when the price processes are geometric Brownian motions
scientific article

    Statements

    title
    Optimal time to invest when the price processes are geometric Brownian motions (English)
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    author
    Bernt Øksendal
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    Yaozhong Hu
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    publication date
    18 January 1999
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    zbMATH Keywords
    optimal stopping time
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    continuation region
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    stopping set
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    93E20
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    60H10
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    91B28
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    zbMATH DE Number
    1160489
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    OpenAlex ID
    W1990728587
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    DOI
    10.1007/S007800050042
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