scientific article; zbMATH DE number 1322501

zbMath0936.91033MaRDI QIDQ4253555

Hiroshi Shirakawa

Publication date: 9 August 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

first passage timenet present valueoptimal stopping problementry-exit model

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (3)

A model for investment decisions with switching costs. ⋮ The finite horizon optimal multi-modes switching problem: the viscosity solution approach ⋮ Entry-exit decisions with underlying processes following geometric Lévy processes

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