Optimal Buy/Sell Rules for Correlated Random Walks (Q5459906): Difference between revisions

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+https://doi.org/10.1239/jap/1208358949
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+W2163354307
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+Optimal stopping rules for correlated random walks with a discount
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+Optimal stopping rules for directionally reinforced processes
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+The correlated random walk with boundaries: A combinatorial solution
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+The general correlated random walk
@@ Property / cites work: The general correlated random walk / rank @@
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+Q3229727
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+ON DIFFUSION BY DISCONTINUOUS MOVEMENTS, AND ON THE TELEGRAPH EQUATION
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+Return probabilities for correlated random walks
@@ Property / cites work: Return probabilities for correlated random walks / rank @@
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+Some Results in a Correlated Random Walk
@@ Property / cites work: Some Results in a Correlated Random Walk / rank @@
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+On the Expected Number of Visits of a Particle before Absorption in a Correlated Random Walk
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+Directionally reinforced random walks
@@ Property / cites work: Directionally reinforced random walks / rank @@
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+THE GAMBLER'S RUIN PROBLEM WITH CORRELATION
@@ Property / cites work: THE GAMBLER'S RUIN PROBLEM WITH CORRELATION / rank @@
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+Conditional expected durations of play given the ultimate outcome for a correlated random walk
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+Occupation probability of a correlated random walk and a correlated ruin problem
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+A random walk problem with correlation
@@ Property / cites work: A random walk problem with correlation / rank @@
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+The correlated random walk
@@ Property / cites work: The correlated random walk / rank @@
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+Q5328447
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+Some Problems on a One-Dimensional Correlated Random Walk with Various Types of Barrier
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