Optimal stopping time with stochastic volatility
Ran Zhang; Shuang Xu
| Year of publication: |
2014
|
|---|---|
| Authors: | Zhang, Ran ; Xu, Shuang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 41.2014, p. 319-328
|
| Subject: | Investment stopping time | Optimal selling rule | Stochastic volatility | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
| 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/10010440735