Stopping at the maximum of geometric Brownian motion when signals are received (Q3367751): Difference between revisions
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scientific article
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English | Stopping at the maximum of geometric Brownian motion when signals are received |
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Stopping at the maximum of geometric Brownian motion when signals are received (English)
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26 January 2006
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optimal stopping problem
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smooth fit
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variational inequality
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look-back option pricing
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Poisson process
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0.7977121
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0.79624563
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0.79045683
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0.7850871
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0.78155446
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0.78060156
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0.7797654
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