An optimal stopping problem of detecting entry points for trading modeled by geometric Brownian motion
Yue Liu, Aijun Yang, Jijian Zhang, Jingjing Yao
| Year of publication: |
2020
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|---|---|
| Authors: | Liu, Yue ; Yang, Aijun ; Zhang, Jijian ; Yao, Jingjing |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 3, p. 827-843
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| Subject: | Optimal stopping problem | Trading strategy | Geometric Brownian motion | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09915-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012223679