Work

A Simple Integral Equation Approach for Optimal Investment Stopping Problems with Partial Information

Year: 2025

Type: article

Source: Mathematics of Operations Research

DOI: 10.1287/moor.2023.0268

Authors: Jie Xing, Jingtang Ma, Harry Zheng

Institutions: Guizhou University of Finance and Economics, Southwestern University of Finance and Economics, Imperial College London

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4408054337

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Cites: 34

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Related to: 10