On optimal selling strategy for assets driven by exponential L ́evy processes,

Roman Ivanov, Katsunori Ano

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	174-185
Journal	Proceedings of Japanese Association of Financial Econometrics and Engineering
Volume	2011
Publication status	Published - 2011 Oct 14

Cite this

@article{158065815b8c4aaf801bf21b8f0da033,

title = "On optimal selling strategy for assets driven by exponential L{\' }evy processes,",

author = "Roman Ivanov and Katsunori Ano",

year = "2011",

month = oct,

day = "14",

language = "English",

volume = "2011",

pages = "174--185",

journal = "Proceedings of Japanese Association of Financial Econometrics and Engineering",

}

TY - JOUR

T1 - On optimal selling strategy for assets driven by exponential L ́evy processes,

AU - Ivanov, Roman

AU - Ano, Katsunori

PY - 2011/10/14

Y1 - 2011/10/14

M3 - Article

VL - 2011

SP - 174

EP - 185

JO - Proceedings of Japanese Association of Financial Econometrics and Engineering

JF - Proceedings of Japanese Association of Financial Econometrics and Engineering

ER -