Optimal Time to Exchange Two Baskets (Q5391079): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1239/jap/1300198133 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2047359202 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A harmonic function technique for the optimal stopping of diffusions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal time to invest when the price processes are geometric Brownian motions / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On optimal timing of investment when cost components are additive and follow geometric diffusions / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 22:14, 3 July 2024
scientific article; zbMATH DE number 5874510
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Time to Exchange Two Baskets |
scientific article; zbMATH DE number 5874510 |
Statements
Optimal Time to Exchange Two Baskets (English)
0 references
5 April 2011
0 references
log Brownian motion
0 references
optimal stopping time
0 references
continuation region
0 references
convex hull
0 references
