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From Disorder Detection to Optimal Stopping and Mathematical Finance - MaRDI portal

From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018)

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From Disorder Detection to Optimal Stopping and Mathematical Finance
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    From Disorder Detection to Optimal Stopping and Mathematical Finance (English)
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    13 July 2010
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    changepoint detection
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    finance
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    hypothesis testing
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    optimal stopping
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    sequential analysis
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