Open AccessOptimal Entry and Exit Strategy under Uncertainty with Stochastic Volatility
Author(s) -
Jin-wu Huang
Publication year - 2020
Publication title -
journal of mathematical finance
Language(s) - English
Resource type - Journals
eISSN - 2162-2434
pISSN - 2162-2442
DOI - 10.4236/jmf.2020.101011
Subject(s) - stochastic volatility , heston model , volatility (finance) , economics , geometric brownian motion , sabr volatility model , brownian motion , econometrics , mean reversion , implied volatility , mathematical economics , mathematics , diffusion process , statistics , economy , service (business)
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