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Whether to sell or hold a stock - MaRDI portal

Whether to sell or hold a stock

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DOI10.4310/CIS.2006.V6.N3.A3zbMath1132.93351MaRDI QIDQ2474731

Raymond W. Rishel

Publication date: 6 March 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

zbMATH Keywords

variational inequalities optimal stopping, buy and hold stock selling times

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80)

Related Items (4)

Optimal surrender strategies for equity-indexed annuity investors with partial information ⋮ PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION ⋮ Optimal investment and consumption with proportional transaction costs in regime-switching model ⋮ First passage time moments of jump-diffusions with Markovian switching

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