Optimal stopping time with stochastic volatility
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DOI: 10.1016/j.econmod.2014.05.016
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More about this item
Keywords
Investment stopping time; Optimal selling rule; Stochastic volatility;All these keywords.
JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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