Optimal Stopping in the Stock Market
The Annals of ProbabilityPublished 1 February 1974Open access
David Griffeath, J. Laurie Snell
Citations17
SJR quartileQ1
SJR score3.33
SNIP2.20
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Abstract
A class of optimal stopping problems for conditioned random walk is discussed in terms of selling strategies for the stock market.
Keywords
Computer ScienceDecision SciencesBusiness, Management and Accounting