Optimal acquisition of a partially hedgeable house

DOI10.1007/s11579-014-0137-xzbMath1319.91138OpenAlexW3124058464MaRDI QIDQ2342736

Fernando Zapatero, Coskun Cetin

Publication date: 29 April 2015

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-014-0137-x

zbMATH Keywords

stopping timeincomplete marketsmartingale methods

Mathematics Subject Classification ID

Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Portfolio theory (91G10)

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