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On an Optimal Stopping Problem of an Insider - MaRDI portal

On an Optimal Stopping Problem of an Insider (Q2967984)

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On an Optimal Stopping Problem of an Insider
scientific article

    Statements

    title
    On an Optimal Stopping Problem of an Insider (English)
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    author
    Erhan Bayraktar
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    Zhou Zhou
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    publication date
    9 March 2017
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    zbMATH Keywords
    optimal stopping problem of an insider
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    Lévy's modulus of continuity for Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J65
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    60H10
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    zbMATH DE Number
    6693312
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    arXiv ID
    1301.3100
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    OpenAlex ID
    W3123611690
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