Pages that link to "Item:Q1763432"
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The following pages link to Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432):
Displaying 5 items.
- Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926) (← links)
- Anscombe’s model for sequential clinical trials revisited (Q4639224) (← links)
- Optimal Stopping Problems for a Brownian Motion with Disorder on a Segment (Q5166322) (← links)
- The optimal decision rule in the Kiefer-Weiss problem for a Brownian motion (Q5327408) (← links)
- A new integral equation for Brownian stopping problems with finite time horizon (Q6115254) (← links)