Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945): Difference between revisions
From MaRDI portal
Latest revision as of 19:21, 14 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Timing in the presence of directional predictability: optimal stopping of skew Brownian motion |
scientific article |
Statements
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (English)
0 references
1 December 2017
0 references
skew Brownian motion
0 references
optimal stopping
0 references
excessive function
0 references
irreversible investment
0 references
Martin representation
0 references
0 references
0 references
0 references
0 references
0 references