Optimal time to sell a stock in the Black-Scholes model: comment on 'Thou shalt buy and hold', by A. Shiryaev, Z. Xu and X.Y. Zhou

Author: Majumdar Satya   Bouchaud Jean-Philippe  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.8, Iss.8, 2008-12, pp. : 753-760

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Abstract