Optimal selling time in stock market over a finite time horizon

DOI10.1007/s10255-012-0169-zzbMath1254.91730OpenAlexW2070171837MaRDI QIDQ692685

Siu Pang Yung, Wei Zhou, Sheung Chi Phillip Yam

Publication date: 6 December 2012

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-012-0169-z

zbMATH Keywords

optimal stoppinglocal timebuy and holdstock selling

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) General equilibrium theory (91B50) Corporate finance (dividends, real options, etc.) (91G50)

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Cites Work

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