Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou (Q3605235)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5509835
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou |
scientific article; zbMATH DE number 5509835 |
Statements
Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou (English)
0 references
23 February 2009
0 references
optimal selling time
0 references
path integral method
0 references
maximum of a random walk
0 references
0.7942958474159241
0 references
0.7919230461120605
0 references
0.7855274081230164
0 references
0.785447359085083
0 references
0.7589938044548035
0 references
