Optimal time to invest when the price processes are geometric Brownian motions (Q1387770)
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scientific article; zbMATH DE number 1160489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal time to invest when the price processes are geometric Brownian motions |
scientific article; zbMATH DE number 1160489 |
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Optimal time to invest when the price processes are geometric Brownian motions (English)
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18 January 1999
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optimal stopping time
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continuation region
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stopping set
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