Optimal double stopping of a Brownian bridge (Q2786434): Difference between revisions

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+.2226
@@ Property / arXiv ID: 1409.2226 / rank @@
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+Q3331506
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@@ Property / cites work @@
+Optimal Stopping of a Brownian Bridge
@@ Property / cites work: Optimal Stopping of a Brownian Bridge / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Liquidation of a Pairs Trade
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+Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
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+OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
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+Duration problem on trajectories
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+A change-of-variable formula with local time on curves
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+Explicit Solutions to Some Problems of Optimal Stopping
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+An optimal sequential procedure for a buying-selling problem with independent observations
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+Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies
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+Optimal stopping on trajectories and the ballot problem
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