Explicit solutions to some optimal variance stopping problems (Q3108377): Difference between revisions
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Revision as of 10:42, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit solutions to some optimal variance stopping problems |
scientific article |
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Explicit solutions to some optimal variance stopping problems (English)
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3 January 2012
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variance criterion
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quadratic optimal stopping
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geometric Brownian motion
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Jacobi diffusion
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square-root process
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variance stopping for a given mean
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