Minimax perfect stopping rules for selling an asset near its ultimate maximum
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DOI: 10.1007/s11590-016-1091-8
Abstract: We study the problem of selling an asset near its ultimate maximum in the minimax setting. The regret-based notion of a perfect stopping time is introduced. A perfect stopping time is uniquely characterized by its… read more here.
Keywords: selling asset; asset near; asset; perfect stopping ... See more keywords