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The Optimal Mean-Variance Selling Problem with Finite Horizon

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
JournalMathematical Finance
Publication statusAccepted/In press - 28 Apr 2026

Keywords

  • nonlinear optimal stopping
  • finite horizon
  • static optimality
  • dynamic optimality
  • mean-variance analysis
  • dynamic smooth fit principle
  • parabolic free-boundary problem
  • Nonlinear Volterra integral equation
  • geometric Brownian motion
  • Markov process

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