Optimal selling rules for monetary invariant criteria : tracking the maximum of a portfolio with negative drift
Romuald Elie; Gilles-Eduard Espinosa
| Year of publication: |
2015
|
|---|---|
| Authors: | Elie, Romuald ; Espinosa, Gilles-Eduard |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 25.2015, 4, p. 754-788
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| Subject: | optimal stopping | optimal prediction | running maximum | free boundary partial differential equation | verification | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Suchtheorie | Search theory | Analysis | Mathematical analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011350516