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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Bibliographic Details
Main Author: Vannestål, Martin
Format: Doctoral Thesis
Language:English
Published: Uppsala universitet, Matematiska institutionen 2017
Subjects:
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

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