The optimal time to exchange one asset for another on finite interval (Q3400716)
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scientific article; zbMATH DE number 5666921
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| English | The optimal time to exchange one asset for another on finite interval |
scientific article; zbMATH DE number 5666921 |
Statements
5 February 2010
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optimal stopping
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geometric Brownian motion
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finite horizon
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free boundary problem
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0.8159912824630737
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0.7934942841529846
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0.7830430865287781
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0.7826166152954102
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0.747128427028656
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