On a stochastic version of the trading rule “Buy and Hold” (Q5191262)
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scientific article; zbMATH DE number 5588132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a stochastic version of the trading rule “Buy and Hold” |
scientific article; zbMATH DE number 5588132 |
Statements
On a stochastic version of the trading rule “Buy and Hold” (English)
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29 July 2009
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Brownian motion
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Black-Scholes model
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quickest detection
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buy and hold
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