On optimal selling strategy for assets driven by exponential Levy processes

Roman Ivanov, Katsunori Ano

Research output: Contribution to journalArticle

Original languageEnglish
Journal16th Applied Probability Conference, Royal Institute of Technology, Stockholm, Sweden.
Publication statusPublished - 2011 Jul 1

Cite this

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title = "On optimal selling strategy for assets driven by exponential Levy processes",
author = "Roman Ivanov and Katsunori Ano",
year = "2011",
month = "7",
day = "1",
language = "English",
journal = "16th Applied Probability Conference, Royal Institute of Technology, Stockholm, Sweden.",

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AU - Ano, Katsunori

PY - 2011/7/1

Y1 - 2011/7/1

M3 - Article

JO - 16th Applied Probability Conference, Royal Institute of Technology, Stockholm, Sweden.

JF - 16th Applied Probability Conference, Royal Institute of Technology, Stockholm, Sweden.

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