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Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy
8 references·1 citing·33 second hop
Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy (2009)Two Rationales Behind the ‘Buy-And-Hold o…Stochastic Processes with Applications to Finance (2016)Stochastic Processes with App…Selling a stock at the ultimate maximum (2009)Selling a stock at the ultima…Thou shalt buy and hold (2008)Thou shalt buy and holdStochastic Processes with Applications to Finance (2002)Stochastic Processes with App…Martingale Approach to Pricing Perpetual American Options (1994)Martingale Approach to Pricin…Implied Binomial Trees (1994)Implied Binomial TreesA Lattice Framework for Option Pricing with Two State Variables (1988)A Lattice Framework for Optio…Option pricing: A simplified approach (1979)Option pricing: A simplified …A mixed Sharpe ratio (2012)A mixed Sharpe ratioThe Pricing of Options and Corporate Liabilities (1973)The variation of certain speculative prices (1997)Theory of Rational Option Pricing (1973)MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS (1996)Option Valuation with Conditional Skewness (2004)Theory of rational option pricing (2005)Econometric specification of stochastic discount factor models (2006)The valuation of options for alternative stochastic processes (1976)Post-'87 crash fears in the S&P 500 futures option market (2000)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (2003)An Engine, Not a Camera (2006)Methods of Mathematical Finance (1998)Optimal stopping and free-boundary problems (2006)A Change-of-Variable Formula with Local Time on Surfaces (2007)On the drawdown of completely asymmetric Lévy processes (2012)Optimal mean–variance selling strategies (2015)How to purchase carbon emission right optimally for energy-consuming enterprises? Analysis based on optimal stopping model (2023)Optimum consumption and portfolio rules in a continuous-time model (1971)The equity premium: A puzzle (1985)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)OPTIMAL STOPPING UNDER PROBABILITY DISTORTION (2016)The American Put Option Valued Analytically (1984)The Pricing of Options on Assets with Stochastic Volatilities (1987)The Pricing of Options with Default Risk (1987)Numerical Evaluation of Multivariate Contingent Claims (1989)Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (2004)Martingales and stochastic integrals in the theory of continuous trading (1981)Evaluating Natural Resource Investments (1985)Irreversibility, Uncertainty, and Investment (1990)A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks (2006)Development of modified Geometric Brownian Motion models by using stock price data and basic statistics (2009)A Signal Processing Perspective on Financial Engineering (2016)Equilibrium pricing of contingent claims in tradable permit markets (2009)
this work references cited by second hop

References

  • 1979Option pricing: A simplified approach6,103 cited
  • 1994Implied Binomial Trees1,749 cited
  • 1988A Lattice Framework for Option Pricing with Two State Variables473 cited
  • 2008Thou shalt buy and hold138 cited
  • 1994Martingale Approach to Pricing Perpetual American Options111 cited
  • 2009Selling a stock at the ultimate maximum90 cited
  • 2002Stochastic Processes with Applications to Finance71 cited
  • 2016Stochastic Processes with Applications to Finance66 cited

Cited by

  • 2012A mixed Sharpe ratio23 cited

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