OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE

DOI10.1111/j.1467-9965.2010.00456.xzbMath1278.91132OpenAlexW3124279251MaRDI QIDQ4906544

Min Dai, Yifei Zhong

Publication date: 28 February 2013

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00456.x

zbMATH Keywords

ultimate averageoptimal selling/buying strategytime-vesting

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items (6)

A bilevel programming approach to double optimal stopping ⋮ Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty ⋮ On predicting the maximum of a semimartingale and the optimal moment to sell a stock ⋮ Optimal selling time in stock market over a finite time horizon ⋮ Optimal stopping time of a portfolio selection problem with multi-assets ⋮ OPTIMAL EXECUTION HORIZON

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