Optimal mean–variance selling strategies

Published 2015 View Full Article

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Title
Optimal mean–variance selling strategies
Authors
Keywords
Nonlinear optimal stopping, Static optimality, Dynamic optimality, Mean–variance analysis, Smooth fit, Free-boundary problem, Primary 60G40, 60J65, Secondary 90C30, 91B06
Journal
Mathematics and Financial Economics
Volume 10, Issue 2, Pages 203-220
Publisher
Springer Nature
Online
2015-10-13
DOI
10.1007/s11579-015-0156-2
References
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