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On Wald Optimal Stopping Problem for Geometric Brownian Motions - MaRDI portal

On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506)

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On Wald Optimal Stopping Problem for Geometric Brownian Motions
scientific article

    Statements

    title
    On Wald Optimal Stopping Problem for Geometric Brownian Motions (English)
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    author
    Cloud Makasu
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    publication date
    4 December 2008
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    zbMATH Keywords
    geometric Brownian motions
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    smooth-fit principle
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    Wald's identity
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    Identifiers

    zbMATH DE Number
    5377317
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    OpenAlex ID
    W2069739812
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