scientific article
From MaRDI portal
Publication:2732674
zbMath0974.60070MaRDI QIDQ2732674
Publication date: 9 August 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30) Portfolio theory (91G10)
Related Items
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion ⋮ Long-term optimal portfolios with floor
This page was built for publication:
