Essays on optimal investment in mathematical finance
<p>This thesis comprises four essays on optimal investment in mathematical finance. The first two are concerned with optimal stock buying/selling w.r.t. its global maximum (minimum). We first aim to determine an optimal selling time so as to minimize the expectation of the square error between...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2012
|
| Subjects: |