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Optimal stopping via measure transformation: the Beibel–Lerche approach - MaRDI portal

Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345)

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Optimal stopping via measure transformation: the Beibel–Lerche approach
scientific article

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    title
    Optimal stopping via measure transformation: the Beibel–Lerche approach (English)
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    author
    Hans Rudolf Lerche
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    Mikhail A. Urusov
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    published in
    Stochastics
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    publication date
    30 March 2007
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    zbMATH DE Number
    5139351
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    zbMATH Keywords
    optimal stopping
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    the B-L approach
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    repeated significance test
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    disruption problem
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    Russian option
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    lookback option
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    OpenAlex ID
    W2057107331
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