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Optimal doubling points for Brownian motion with drift - MaRDI portal

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Optimal doubling points for Brownian motion with drift (Q2756549)

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scientific article; zbMATH DE number 1673413
Language Label Description Also known as
English
Optimal doubling points for Brownian motion with drift
scientific article; zbMATH DE number 1673413

    Statements

    author
    Jiashan Tang
    0 references
    publication date
    14 November 2001
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    zbMATH Keywords
    doubling the stake
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    gamble of Brownian motion
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    optimal doubling points
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    title
    Optimal doubling points for Brownian motion with drift (English)
    0 references

    Identifiers

    zbMATH DE Number
    1673413
    0 references
     
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