https://www.socictopen.socict.org/files/original/e3002edf0b0ecc84a399ff5d3b36e41f.pdf ceec421660adb94d8b051e4b87030858 Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Coronavirus Description An account of the resource Dominio científico: Coronavirus Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource The Optimal Limit Prices of Limit Orders under an Extended Geometric Brownian Motion with Bankruptcy Risk Creator An entity primarily responsible for making the resource Yu-Sheng Hsu, Pei-Chun Chen, Cheng-Hsun Wu Description An account of the resource In the Black and Scholes system, the underlying asset price model follows geometric Brownian motion (GBM) with no bankruptcy risk. While GBM is a commonly used model in financial markets, bankruptcy risk should be considered in the case of a severe economic crisis, such as that caused by the COVID-19 pandemic. The omission of bankruptcy risk could considerably influence the setting of a trading strategy. In this article, we adopt an extended GBM model that considers the bankruptcy risk and study its optimal limit price problem. A limit order is a classical trading strategy for investing in stocks. First, we construct the explicit expressions of the expected discounted profit functions for sell and buy limit orders and then derive their optimal limit prices. Furthermore, via sensitivity analysis, we discuss the influence of the omission of bankruptcy risk in executing limit orders. Date A point or period of time associated with an event in the lifecycle of the resource 2021 Subject The topic of the resource Black–Scholes model, Geometric Brownian motion, Limit Orders, optimal limit prices Identifier An unambiguous reference to the resource within a given context 10.3390/math9010054 Source A related resource from which the described resource is derived Epidemiology and Health Publisher An entity responsible for making the resource available Korean Society of Epidemiology Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Mathematics