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Optimal time to invest when the price processes are geometric Brownian motions · Study

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ArticleOptimal time to invest when the price processes are geometric Brownian motions

Yaozhong Hu1998

Article1998

Optimal time to invest when the price processes are geometric Brownian motions

Yaozhong Hu · Bernt Øksendal

72 citations·0/0 files stored·Finance and Stochastics

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Stochastic processes and financial applications Capital Investment and Risk Analysis Risk and Portfolio Optimization

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References

1987Stochastic Differential Equations: An Introduction with Applications.1982The Value of Waiting to Invest

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Year1998

Typearticle

Published1998-05-01

VenueFinance and Stochastics

ISSN-L0949-2984

Languageen

Citations72

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s007800050042

openalex_workW1990728587

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