Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Distribution‐constrained optimal stopping - MaRDI portal

Distribution‐constrained optimal stopping (Q5743126)

From MaRDI portal
scientific article; zbMATH DE number 7052630
Language Label Description Also known as
English
Distribution‐constrained optimal stopping
scientific article; zbMATH DE number 7052630

    Statements

    title
    Distribution‐constrained optimal stopping (English)
    0 references
    DOI
    10.1111/mafi.12171
    0 references
    author
    Erhan Bayraktar
    0 references
    Christopher W. Miller
    0 references
    publication date
    8 May 2019
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    60G40
    0 references
    93E20
    0 references
    90C39
    0 references
    zbMATH DE Number
    7052630
    0 references
    zbMATH Keywords
    distribution constraints
    0 references
    optimal stopping
    0 references
    optimal control
    0 references
    robust hedging with a volatility outlook
    0 references
    state constraints
    0 references
    OpenAlex ID
    W2962894788
    0 references
    arXiv ID
    1604.03042
    0 references
    cites work
    Q4821526
    0 references
    Q3994331
    0 references
    Q5189317
    0 references
    Q4002114
    0 references
    Q4314552
    0 references
    Q3395491
    0 references
    Q3378055
    0 references
    Optimal Stopping Rules
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5743126&oldid=36491555"
    Powered by MediaWiki