Extremal behaviour of optimal sale moments for an asset whose price satisfies Ito's diffusion equation

MaRDI QIDQ3607774zbMATHFDO

Authors V. V. Tomashyk, Yuliya S. Mishura

Publication date 28 February 2009

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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