Optimal stopping rules for correlated random walks with a discount (Q4819472): Difference between revisions

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Latest revision as of 21:04, 6 June 2024

scientific article; zbMATH DE number 2103380
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English
Optimal stopping rules for correlated random walks with a discount
scientific article; zbMATH DE number 2103380

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    Optimal stopping rules for correlated random walks with a discount (English)
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    24 September 2004
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    optimality principle
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    discount factor
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    momentum
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