Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou-Reference-Cited by-同舟云学术

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Optimal time to sell a stock in the Black–Scholes model: comment on ‘Thou shalt buy and hold’, by A. Shiryaev, Z. Xu and X.Y. Zhou

Published:2008-12 Issue:8 Volume:8 Page:753-760
ISSN:1469-7688
Container-title:Quantitative Finance
language:en
Short-container-title:Quantitative Finance

Author:

Majumdar Satya N.,Bouchaud Jean-Philippe

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance,Finance

Link

http://www.tandfonline.com/doi/pdf/10.1080/14697680802569093

Reference8 articles.

1. Thou shalt buy and hold

2. On the time to reach maximum for a variety of constrained Brownian motions

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