Explicit solutions to some optimal variance stopping problems (Q3108377): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q253103 |
||
| Property / author | |||
| Property / author: Q163273 / rank | |||
Revision as of 03:30, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions to some optimal variance stopping problems |
scientific article |
Statements
Explicit solutions to some optimal variance stopping problems (English)
0 references
3 January 2012
0 references
variance criterion
0 references
quadratic optimal stopping
0 references
geometric Brownian motion
0 references
Jacobi diffusion
0 references
square-root process
0 references
variance stopping for a given mean
0 references
