Journal of Mathematical Finance

Vol.10 No.1(2020), Paper ID 98477, 16 pages

DOI:10.4236/jmf.2020.101011

 

Optimal Entry and Exit Strategy under Uncertainty with Stochastic Volatility

 

Jinwu Huang

 

Department of Mathematics, Shanghai Normal University Tianhua College, Shanghai, China

 

Copyright © 2020 Jinwu Huang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Huang, J. (2020) Optimal Entry and Exit Strategy under Uncertainty with Stochastic Volatility. Journal of Mathematical Finance, 10, 157-172. doi: 10.4236/jmf.2020.101011.
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