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

zbMATH Open1164.62425MaRDI QIDQ3607774FDOQ3607774

Authors: V. V. Tomashyk, Yuliya S. Mishura 

Publication date: 28 February 2009

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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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