Optimal selling Rules for monetary invariant criteria: Tracking the maximum of a portfolio with negative drift
Metadata only
Date
2015-10Type
- Journal Article
Publication status
publishedExternal links
Journal / series
Mathematical FinanceVolume
Pages / Article No.
Publisher
Wiley-BlackwellSubject
Free boundary partial differential equation; Optimal prediction; Optimal stopping; Running maximum; VerificationNotes
Published online 8 June 2013.More
Show all metadata