Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach
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Publication:2145807
DOI10.1016/j.spa.2020.03.007zbMath1494.60042arXiv1902.10261OpenAlexW3012668263MaRDI QIDQ2145807
Publication date: 20 June 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.10261
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