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Optimal Closing of a Momentum Trade - MaRDI portal

Optimal Closing of a Momentum Trade (Q5299563)

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scientific article; zbMATH DE number 6181232
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Optimal Closing of a Momentum Trade
scientific article; zbMATH DE number 6181232

    Statements

    title
    Optimal Closing of a Momentum Trade (English)
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    author
    Erik Ekström
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    Carl Lindberg
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    publication date
    26 June 2013
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    zbMATH Keywords
    optimal stopping
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    momentum
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    trading
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    quickest detection problem for Brownian motion
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    Identifiers

    zbMATH DE Number
    6181232
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    OpenAlex ID
    W1996178757
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