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Optimal time to invest when the price processes are geometric Brownian motions

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Author Info
Yaozhong Hu () (Department of Mathematics, University of Kansas, 405 Snow Hall, Lawrence, KS 66045, USA)
Bernt Øksendal () (Department of Mathematics, University of Oslo, P.O. Box 1053 Blindern, N-0316 Oslo, Norway and Institute of Finance and Management Science, Norwegian School of Economics and Business Administration, Helleveien 30, N-5035 Bergen-Sandviken, Norway Manuscript)
Abstract

Let $X_1(t)$, $\cdots$, $X_n(t)$ be $n$ geometric Brownian motions, possibly correlated. We study the optimal stopping problem: Find a stopping time $\tau^*<\infty$ such that \[ \sup_{\tau}{\Bbb E}^x\Big\{ X_1(\tau)-X_2(\tau)-\cdots -X_n(\tau)\Big\}={\Bbb E}^x \Big\{ X_1(\tau^*)-X_2(\tau^*)-\cdots -X_n(\tau^*)\Big\} , \] the $\sup$ being taken all over all finite stopping times $\tau$, and ${\Bbb E}^x$ denotes the expectation when $(X_1(0), \cdots, X_n(0))=x=(x_1,\cdots, x_n)$. For $n=2$ this problem was solved by McDonald and Siegel, but they did not state the precise conditions for their result. We give a new proof of their solution for $n=2$ using variational inequalities and we solve the $n$-dimensional case when the parameters satisfy certain (additional) conditions.

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Article provided by Springer in its journal Finance and Stochastics.

Volume (Year): 2 (1998)
Issue (Month): 3 ()
Pages: 295-310
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Handle: RePEc:spr:finsto:v:2:y:1998:i:3:p:295-310

Note: received: April 1996; final version received: July 1997
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Related research
Keywords: Geometric Brownian motion; optimal stopping time; continuation region; stopping set;

Find related papers by JEL classification:
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty

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