Optimal Time to Invest under Tax Exemptions

Vadim I. Arkin () and Alexander D. Slastnikov ()
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Vadim I. Arkin: Central Economics & Mathematics Institute
Alexander D. Slastnikov: Central Economics & Mathematics Institute

A chapter in From Stochastic Calculus to Mathematical Finance, 2006, pp 17-32 from Springer

Keywords: Optimal Investment; Reward Function; American Option; Payback Period; Geometric Brownian Motion (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/978-3-540-30788-4_2

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