Minimax perfect stopping rules for selling an asset near its ultimate maximum

Author:

Rokhlin Dmitry B.ORCID

Funder

Southern Federal University

Publisher

Springer Science and Business Media LLC

Subject

Control and Optimization

Reference14 articles.

1. Abramowicz, M., Stegun, I.A. (eds): Handbook of mathematical functions with formulas, graphs, and mathematical tables, vol. 55 of NBS Appl. Math. Series. Washington (1972)

2. Bawa, V.S.: Minimax policies for selling a nondivisible asset. Manage. Sci. 19(7), 760–762 (1973)

3. Dai, M., Jin, H., Zhong, Y., Zhou, X.Y.: Buy low and sell high. In: Contemporary quantitative finance, pp. 317–333. Springer, New York (2010)

4. Dellacherie, C., Meyer, P.-A.: Probabilities and potential. North-Holland, Amsterdam (1978)

5. du Toit, J., Peskir, G.: The trap of complacency in predicting the maximum. Ann. Probab. 35(1), 340–365 (2007)

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