Optimal selling of an asset with jumps under incomplete information
Bing Lu
| Year of publication: |
2013
|
|---|---|
| Authors: | Lu, Bing |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 5/6, p. 599-610
|
| Subject: | Optimal selling of an asset | incomplete information | optimal stopping | jump diffusion model | Unvollkommene Information | Incomplete information | Suchtheorie | Search theory | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010235555