Optimal mean-variance selling strategies (Q253104)
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scientific article; zbMATH DE number 6551191
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal mean-variance selling strategies |
scientific article; zbMATH DE number 6551191 |
Statements
Optimal mean-variance selling strategies (English)
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8 March 2016
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nonlinear optimal stopping
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geometric Brownian motion
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static optimality
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dynamic optimality
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mean-variance analysis
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smooth fit
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free-boundary problem
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0.8338279128074646
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0.8313726186752319
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0.8051814436912537
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0.8048581480979919
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0.7999488711357117
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