Optimal time to invest when the price processes are geometric Brownian motions (Q1387770)
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scientific article; zbMATH DE number 1160489
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal time to invest when the price processes are geometric Brownian motions |
scientific article; zbMATH DE number 1160489 |
Statements
Optimal time to invest when the price processes are geometric Brownian motions (English)
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18 January 1999
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optimal stopping time
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continuation region
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stopping set
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0.8224966526031494
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0.794004499912262
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0.7826166152954102
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0.7799385786056519
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