Optimal stopping via measure transformation: the Beibel–Lerche approach
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Publication:3429345
DOI10.1080/17442500601075780zbMath1122.60044OpenAlexW2057107331MaRDI QIDQ3429345
Hans Rudolf Lerche, Mikhail A. Urusov
Publication date: 30 March 2007
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442500601075780
optimal stoppinglookback optionRussian optionrepeated significance testdisruption problemthe B-L approach
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