Optimal times to buy and sell a home

DOI10.1142/S0219024924500043MaRDI QIDQ6492033zbMATH OpenWikidataFDO

Authors Matthew Lorig, Natchanon Suaysom

Publication date 24 April 2024

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

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)

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Cites work

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

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