Optimal stopping in the stock market

DOI10.1214/aop/1176996747zbMath0275.62070OpenAlexW2032935876MaRDI QIDQ2265775

J. Laurie Snell, David Griffeath

Publication date: 1974

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996747

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Game theory (91A99) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (5)

The trap of complacency in predicting the maximum ⋮ Predicting the ultimate supremum of a stable Lévy process with no negative jumps ⋮ On-line VWAP Trading Strategies ⋮ Rank-based selection strategies for the random walk process ⋮ On dynamic investment strategies

This page was built for publication: Optimal stopping in the stock market