Explicit solutions to some optimal variance stopping problems (Q3108377): Difference between revisions

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Latest revision as of 18:53, 4 July 2024

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Explicit solutions to some optimal variance stopping problems
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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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