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
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DOI: 10.1080/14697680802569093
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- Albert Shiryaev & Zuoquan Xu & Xun Yu Zhou, 2008. "Response to comment on 'Thou shalt buy and hold'," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 761-762.
- Albert Shiryaev & Zuoquan Xu & Xun Yu Zhou, 2008. "Thou shalt buy and hold," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 765-776.
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Cited by:
- Albert Shiryaev & Zuoquan Xu & Xun Yu Zhou, 2008. "Response to comment on 'Thou shalt buy and hold'," Quantitative Finance, Taylor & Francis Journals, vol. 8(8), pages 761-762.
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Keywords
Optimal selling time; Path integral method; Maximum of a random walk;All these keywords.
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