Optimal stopping problems and the Mean-Variance selling strategy

Optimal stopping problems are common in areas such as operations management, marketing, statistics, finance, and economics. The aim of this article is to both serve as an introduction to the general mathematical theory that underlies an important subset of these as well as to tackle one example of particular interest: the optimal Mean-Variance selling strategy. The project includes a discussion of Itô diffusions, an examination of standard (or lineal) problems and the analytical resolution as well as a numerial analysis of a more complex example