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1. 1. Optimal timing decisions in financial markets

   Författare :Martin Vannestål; Erik Ekström; Luis H. R. Alvarez E.; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; optimal stopping; American options; optimal stopping games; incomplete information; Mathematics; Matematik;

   Sammanfattning : This thesis consists of an introduction and five articles. A common theme in all the articles is optimal timing when acting on a financial market. The main topics are optimal selling of an asset, optimal exercising of an American option, optimal stopping games and optimal strategies in trend following trading. LÄS MER