Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics
Crossref DOI link: https://doi.org/10.1007/s10436-018-0336-1
Published Online: 2018-09-11
Published Print: 2019-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Leung, Tim
Wang, Zheng
Text and Data Mining valid from 2018-09-11
Article History
Received: 5 August 2017
Accepted: 27 July 2018
First Online: 11 September 2018