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Bounds for Stopped Partial Sums

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Publication:4772480
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DOI10.1214/AOMS/1177692542zbMath0285.60031OpenAlexW1995178856MaRDI QIDQ4772480

Howard M. Taylor

Publication date: 1972

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177692542



Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Statistical distribution theory (62E99)


Related Items (2)

Optimal exercise policies for call options and their valuation ⋮ On infinite horizon optimal stopping of general random walk







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