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The value of foresight - MaRDI portal

The value of foresight (Q1679467)

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The value of foresight
scientific article

    Statements

    title
    The value of foresight (English)
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    author
    Philip A. Ernst
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    L. C. G. Rogers
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    Quan Zhou
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    publication date
    9 November 2017
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    zbMATH Keywords
    explicit stopping rules
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    excursion processes
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    insider trading
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    Bermudan fixed-window lookback option
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    Brownian motion
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    cites work
    Q3150773
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    On Optimal Retirement
    0 references
    Q4197141
    0 references
    Q3684922
    0 references
    Q4197827
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    Q3852893
    0 references
    Q4508926
    0 references

    Identifiers

    zbMATH DE Number
    6804392
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    OpenAlex ID
    W2963606076
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    arXiv ID
    1601.05872
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