Optimal stopping for absolute maximum of homogeneous diffusion (Q255762): Difference between revisions

@@ Property / cites work @@
+Thou shalt buy and hold
@@ Property / cites work: Thou shalt buy and hold / rank @@
+Normal rank
@@ Property / cites work @@
+Selling a stock at the ultimate maximum
@@ Property / cites work: Selling a stock at the ultimate maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Buy Low and Sell High
@@ Property / cites work: Buy Low and Sell High / rank @@
+Normal rank
@@ Property / cites work @@
+Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum
+Normal rank
@@ Property / cites work @@
+The trap of complacency in predicting the maximum
@@ Property / cites work: The trap of complacency in predicting the maximum / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal prediction of the ultimate maximum of Brownian motion
+Normal rank
@@ Property / cites work @@
+Optimal stopping of the maximum process: The maximality principle
+Normal rank
@@ Property / cites work @@
+Envelope Theorems for Arbitrary Choice Sets
@@ Property / cites work: Envelope Theorems for Arbitrary Choice Sets / rank @@
+Normal rank