An optimal trading rule of a mean-reverting asset
type: Item
instance of: scholarly article
title: An optimal trading rule of a mean-reverting asset
zbMATH Open document ID: 1203.91323
author: Hoi Tin Kong
author: Q. Zhang
published in: Discrete and Continuous Dynamical Systems. Series B
publication date: 2011-01-17T00:00:00Z
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 5837941
zbMATH Keywords: optimal stopping
zbMATH Keywords: quasi-variational inequalities
zbMATH Keywords: mean-reverting process
MaRDI profile type: Publication
full work available at URL: dcdsb.2010.14.1403
OpenAlex ID: W2026107991
DOI: 10.3934/DCDSB.2010.14.1403
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description: scientific article; zbMATH DE number 5837941