Optimal Stopping in the Stock Market

David Griffeath; J. Laurie Snell

doi:10.1214/aop/1176996747

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Home > Journals > Ann. Probab. > Volume 2 > Issue 1 > Article

February, 1974 Optimal Stopping in the Stock Market

David Griffeath, J. Laurie Snell

Ann. Probab. 2(1): 1-13 (February, 1974). DOI: 10.1214/aop/1176996747

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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.

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David Griffeath. J. Laurie Snell. "Optimal Stopping in the Stock Market." Ann. Probab. 2 (1) 1 - 13, February, 1974. https://doi.org/10.1214/aop/1176996747