Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting the time at which a Lévy process attains its ultimate supremum |
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Predicting the time at which a Lévy process attains its ultimate supremum (English)
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17 February 2015
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Lévy processes
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optimal prediction
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optimal stopping
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