Optimal Stopping Methods for Investment Decisions: A Literature Review

Optimal Stopping Methods for Investment Decisions: A Literature Review

Investors decide the best time to take a given action by maximizing their utility function while taking into account current information and the underlying process in the optimal stopping model. Option pricing, sequential analysis, disorder problems, and other problems requiring time decision-making...

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Bibliographic Details
Main Authors: Zhenya Liu, Yuhao Mu
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:International Journal of Financial Studies
Subjects:
optimal stopping
sequential analysis
disorder problem
regime-switching
Online Access:https://www.mdpi.com/2227-7072/10/4/96

Internet

https://www.mdpi.com/2227-7072/10/4/96

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