scientific article; zbMATH DE number 558390

zbMATH Open0792.60033MaRDI QIDQ4289808FDOQ4289808

Authors: B. Øksendal 

Publication date: 28 April 1994

Title of this publication is not available (Why is that?)

Recommendations

• Selling a stock at the ultimate maximum
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zbMATH Keywords

stopping timeoptimal stopping problemoptimal time for simultaneous sale and purchase of several types of stock

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (19)

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• Optimal stock selling based on the global maximum
• Optimal selling time in stock market over a finite time horizon
• Optimal filter rules for selling stocks in the emerging stock markets
• On a stochastic version of the trading rule “Buy and Hold”
• Title not available (Why is that?)
• Optimal stock selling/buying strategy with reference to the ultimate average
• Selling a stock at the ultimate maximum
• Optimal stopping under probability distortion
• Optimal times to buy and sell a home
• The value of foresight
• Minimax perfect stopping rules for selling an asset near its ultimate maximum
• Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
• Whether to sell or hold a stock
• A class of recursive optimal stopping problems with applications to stock trading
• The right time to sell a stock whose price is driven by Markovian noise
• The analysis of the stock buy-and-sell rule with reference to the ultimate average
• A Variational Inequality Sufficient Condition for Optimal Stopping with Application to an Optimal Stock Selling Problem
• Title not available (Why is that?)

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