An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion
Crossref DOI link: https://doi.org/10.1007/s10614-019-09915-w
Published Online: 2019-08-19
Published Print: 2020-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Yue
Yang, Aijun
Zhang, Jijian
Yao, Jingjing
Text and Data Mining valid from 2019-08-19
Version of Record valid from 2019-08-19
Article History
Accepted: 10 August 2019
First Online: 19 August 2019