On distibutions of first passage times of martingales arising in some gambling problems
type: Item
instance of: scholarly article
title: On distibutions of first passage times of martingales arising in some gambling problems
zbMATH Open document ID: 1376.91040
author: A. Novikov
author: Shunsuke Kaji
published in: Japan Journal of Industrial and Applied Mathematics
publication date: 2017-12-12T00:00:00Z
Mathematics Subject Classification ID: 91A60
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 60G42
zbMATH DE Number: 6817591
zbMATH Keywords: trading strategies
zbMATH Keywords: gambling
zbMATH Keywords: stopping times
zbMATH Keywords: martingales
MaRDI profile type: Publication
full work available at URL: s13160-017-0269-5
OpenAlex ID: W2765991431
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DOI: 10.1007/S13160-017-0269-5
description: scientific article; zbMATH DE number 6817591