Optimal stopping on autoregressive schemes (Q1168644)
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scientific article; zbMATH DE number 3776589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping on autoregressive schemes |
scientific article; zbMATH DE number 3776589 |
Statements
Optimal stopping on autoregressive schemes (English)
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1982
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optimal stopping
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optimal payoff
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first passage time
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asymptotic distribution
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