Optimal Stock Selling/Buying Strategy with Reference to the Ultimate Average-Reference-Cited by-同舟云学术

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Optimal Stock Selling/Buying Strategy with Reference to the Ultimate Average

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Dai Min,Zhong Yifei

Publisher

Elsevier BV

Reference10 articles.

1. Esitmates on the support of solutions of parabolic variational inequalities;H Brezis;Illinois Journal of Mathematics,1976

2. Optimal shouting policies of options with strike reset rights;M Dai;Mathematical Finance,2004

3. Characterization of optimal stopping regions of American path dependent options;M Dai;Mathematical Finance,2006

4. The trap of complacency in predicting the maximum;J Du Toit;The Annals of Probability,2007

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Optimal selling time in stock market over a finite time horizon;Acta Mathematicae Applicatae Sinica, English Series;2012-06-10

2. Buy Low and Sell High;Contemporary Quantitative Finance;2010

3. Buy Low and Sell High;SSRN Electronic Journal;2009

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