Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stopping at the maximum of geometric Brownian motion when signals are received |
scientific article; zbMATH DE number 5001876
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stopping at the maximum of geometric Brownian motion when signals are received |
scientific article; zbMATH DE number 5001876 |
Statements
Stopping at the maximum of geometric Brownian motion when signals are received (English)
0 references
26 January 2006
0 references
optimal stopping problem
0 references
smooth fit
0 references
variational inequality
0 references
look-back option pricing
0 references
Poisson process
0 references
0.7977121
0 references
0.79624563
0 references
0.79045683
0 references
0.7850871
0 references
0.78155446
0 references
0.78060156
0 references
0.7797654
0 references
