Optimal stopping and maximal inequalities for geometric Brownian motion (Q4248122)
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scientific article; zbMATH DE number 1295290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping and maximal inequalities for geometric Brownian motion |
scientific article; zbMATH DE number 1295290 |
Statements
Optimal stopping and maximal inequalities for geometric Brownian motion (English)
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24 January 2000
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optimal stopping
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geometric Brownian motion
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Stephan's problem with moving boundary
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principle of smooth fit
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