Optimal times to buy and sell a home

DOI10.1142/S0219024924500043WikidataQ129670077 ScholiaQ129670077MaRDI QIDQ6492033FDOQ6492033

Authors: Matthew Lorig, Natchanon Suaysom 

Publication date: 24 April 2024

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

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zbMATH Keywords

optimal stoppinghome buying/sellingnested optimal stoppingnonnegative concave majorant

Mathematics Subject Classification ID

Financial markets (91G15) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cites Work

• Optimal multiple stopping of linear diffusions
• Optimal investment and consumption with transaction costs
• Term-structure models. A graduate course
• OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
• Multiple buying or selling with vector offers
• Optimal stopping of linear diffusions with random discounting
• Optimal starting–stopping and switching of a CIR process with fixed costs
• Flipping in the housing market
• An optimal strategy for maximizing the expected real-estate selling price: accept or reject an offer?
• Pairs trading: optimal thresholds and profitability
• A renewal theory approach to two-state switching problems with infinite values

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