Optimal stopping for factorable process in application to financial problems
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Publication:2739839
zbMATH Open0977.60054MaRDI QIDQ2739839
Ya. A. Oltsik, Yuliya S. Mishura
Publication date: 16 September 2001
Published in: Prykladna Statystyka. Aktuarna ta Finansova Matematyka (Search for Journal in Brave)
Applications of statistics to biology and medical sciences; meta analysis (62P10) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (2)
From Disorder Detection to Optimal Stopping and Mathematical Finance ⋮ Stopping problems of certain multiplicative functionals and optimal investment with transaction costs
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