Optimal Time to Exchange Two Baskets (Q5391079): Difference between revisions

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Revision as of 23:58, 19 March 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)
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    5 April 2011
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    log Brownian motion
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    optimal stopping time
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    continuation region
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    convex hull
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