An optimal stopping problem of detecting entry points for trading modeled by geometric Brownian motion
Year of publication: |
2020
|
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Authors: | Liu, Yue ; Yang, Aijun ; Zhang, Jijian ; Yao, Jingjing |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 3, p. 827-843
|
Subject: | Optimal stopping problem | Trading strategy | Geometric Brownian motion | Suchtheorie | Search theory | Stochastischer Prozess | Stochastic process |
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