Buy Low and Sell High
Author:
Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/978-3-642-03479-4_16.pdf
Reference8 articles.
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2. Dai, M., Kwok, Y.K., Wu, L.: Optimal shouting policies of options with strike reset rights. Math. Finance 14(3), 383–401 (2004)
3. Dai, M., Zhong, Y.: Optimal stock selling/buying strategy with reference to the ultimate average. Working Paper, National University of Singapore (2008)
4. du Toit, J., Peskir, G.: Selling a stock at the ultimate maximum. Ann. Appl. Probab. 19, 983–1014 (2009)
5. Friedman, A.: Variational Principles and Free Boundary Problems. Wiley, New York (1982)
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