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An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion
16 references·0 citing·39 second hop
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References

  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 2003Stochastic Differential Equations2,090 cited
  • 2006Optimal stopping and free-boundary problems1,068 cited
  • 2001Stock Trading: An Optimal Selling Rule297 cited
  • 2008Thou shalt buy and hold138 cited
  • 2006A Regime-Switching Model for European Options131 cited
  • 2009Selling a stock at the ultimate maximum90 cited
  • 2005Optimal selling rules in a regime switching model86 cited
  • 2007The trap of complacency in predicting the maximum69 cited
  • 1970Optimal stopping problems for Brownian motion50 cited
  • 2018Continuity of the optimal stopping boundary for two-dimensional diffusions36 cited
  • 1970Stopping Rules for Selling Bonds35 cited
  • 2009Two Rationales Behind the ‘Buy-And-Hold or Sell-At-Once’ Strategy31 cited
  • 2008Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift26 cited
  • 2008Predicting the last zero of Brownian motion with drift23 cited

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