Optimal timing decisions in financial markets
This thesis consists of an introduction and five articles. A common theme in all the articles is optimal timing when acting on a financial market. The main topics are optimal selling of an asset, optimal exercising of an American option, optimal stopping games and optimal strategies in trend followi...
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| Format: | Doctoral Thesis |
| Language: | English |
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Uppsala universitet, Matematiska institutionen
2017
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-313266 http://nbn-resolving.de/urn:isbn:978-91-506-2617-9 |