Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou
From MaRDI portal
Publication:3605235
DOI10.1080/14697680802569093zbMath1154.91463arXiv0809.2878OpenAlexW2130939949MaRDI QIDQ3605235
Satya N. Majumdar, Jean-Philippe Bouchaud
Publication date: 23 February 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.2878
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