OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE
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Publication:3005842
DOI10.1111/j.1467-9965.2008.00347.xzbMath1214.91112OpenAlexW2119184451MaRDI QIDQ3005842
Vicky Henderson, David G. Hobson, Jonathan D. Evans
Publication date: 9 June 2011
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2008.00347.x
Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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