On a problem of optimal stopping in mathematical finance

DOI10.1080/09720502.2008.10700583zbMath1148.91317OpenAlexW2033649990MaRDI QIDQ3542238

Cloud Makasu

Publication date: 1 December 2008

Published in: Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/09720502.2008.10700583

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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