Optimal times to buy and sell a home
Year of publication: |
2023
|
---|---|
Authors: | Lorig, Matthew ; Suaysom, Natchanon |
Subject: | Home buying/selling | nested optimal stopping | nonnegative concave majorant | optimal stopping |
-
Optimal dxecution with multiplicative price impact and incomplete information on the return
Dammann, Felix, (2022)
-
What to study and when : a dynamic Roy model of specialization
Alon, Titan, (2023)
-
A nonparametric algorithm for optimal stopping based on robust optimization
Sturt, Bradley, (2023)
- More ...
-
Options on bonds : implied volatilities from affine short-rate dynamics
Lorig, Matthew, (2022)
-
Explicit caplet implied volatilities for quadratic term-structure models
Lorig, Matthew, (2024)
-
Robust replication of volatility and hybrid derivatives on jump diffusions
Carr, Peter, (2021)
- More ...