Comment on “Investment Timing Under Incomplete Information”
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Publication:3169030
DOI10.1287/MOOR.1080.0349zbMath1213.60083OpenAlexW2014275457MaRDI QIDQ3169030
Publication date: 27 April 2011
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/moor.1080.0349
Signal detection and filtering (aspects of stochastic processes) (60G35) Stopping times; optimal stopping problems; gambling theory (60G40)
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