The right time to sell a stock whose price is driven by Markovian noise
2004
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Title
The right time to sell a stock whose price is driven by Markovian noise
Author(s)
Dalang, Robert C. ; Hongler, Max-Olivier
Published in
Annals of Applied Probability
Volume
14
Issue
4
Pages
2176-2201
Date
2004
Publisher
Institute of Mathematical Statistics
ISSN
1050-5164
Keywords
Record Appears in
Scientific production and competences > STI - School of Engineering > STI Archives > LPM - Laboratory of Microengineering for Manufacturing
Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > PROB - Chair of Probability
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Scientific production and competences > SB - School of Basic Sciences > MATH - Institute of Mathematics > PROB - Chair of Probability
Scientific production and competences > SB - School of Basic Sciences > Mathematics
Peer-reviewed publications
Work produced at EPFL
Journal Articles
Published
Record creation date
2008-12-01