Bounds for a constrained optimal stopping problem (Q732774): Difference between revisions

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+https://doi.org/10.1007/s11590-009-0127-8
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+W1998330966
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+Optimal time to invest when the price processes are geometric Brownian motions
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+On a constrained optimal stopping problem
@@ Property / cites work: On a constrained optimal stopping problem / rank @@
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+Lagrangean Methods and Optimal Stopping
@@ Property / cites work: Lagrangean Methods and Optimal Stopping / rank @@
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+On Wald Optimal Stopping Problem for Geometric Brownian Motions
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+Optimal Stopping with a Horizon Constraint
@@ Property / cites work: Optimal Stopping with a Horizon Constraint / rank @@
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+Publication:732774