scientific article; zbMATH DE number 3943511

MaRDI QIDQ3714859zbMATH OpenFDO

Authors William A. Brock, Michael Rothschild

Publication date 1986

zbMATH Keywords

diffusionsdiscrete time processesintrinsic value of an assetmarket valuereal valued stochastic processstopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Economic growth models (91B62)

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• Stochastic models for capital growth
• An explicit solution for an optimal stopping/optimal control problem which models an asset sale

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