Selling a stock at the ultimate maximum
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Publication:2389600
DOI10.1214/08-AAP566zbMath1201.60037arXiv0908.1014MaRDI QIDQ2389600
Publication date: 17 July 2009
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0908.1014
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Optimal stopping in statistics (62L15)
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