Buying and selling an asset over the finite time horizon: a non-parametric approach

DOI10.1016/S0377-2217(01)00053-4zbMath1087.91511OpenAlexW2017105311MaRDI QIDQ5955095

Young Hak Chun, Robert D. Plante, Helmut Schneider

Publication date: 2002

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00053-4

zbMATH Keywords

Dynamic programmingOptimal stopping ruleSequential decision analysis

Mathematics Subject Classification ID

Related Items (4)

Asset Selling Under Debt Obligations ⋮ A multiple optimal stopping rule for a buying-selling problem with a deterministic trend ⋮ Multi-attribute sequential decision problem with optimizing and satisficing attributes ⋮ An optimal double stopping rule for a buying-selling problem

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