OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE
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Publication:4906544
DOI10.1111/j.1467-9965.2010.00456.xzbMath1278.91132MaRDI QIDQ4906544
Publication date: 28 February 2013
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00456.x
60G40: Stopping times; optimal stopping problems; gambling theory
91G80: Financial applications of other theories
91G10: Portfolio theory
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Cites Work
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