Thou shalt buy and hold

Quantitative Finance

Volumn 8, Issue 8, 2008, Pages 765-776

  Shiryaev, Albert ^a   Xu, Zuoquan ^b   Zhou, Xun Yu ^b,c  

^a STEKLOV MATHEMATICAL INSTITUTE   (Russian Federation)

^b UNIVERSITY OF OXFORD   (United Kingdom)

^c CHINESE UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Black Scholes market; Buy and hold; Optimal stopping; Stock goodness index; Value function

Indexed keywords

EID: 57749098564     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680802563732     Document Type: Article

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