Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index (Q4639222)
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scientific article; zbMATH DE number 6866021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index |
scientific article; zbMATH DE number 6866021 |
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Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index (English)
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3 May 2018
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diffusion processes
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geometric Brownian motion
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optimal variance stopping problems
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trading strategies
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