Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945): Difference between revisions

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Latest revision as of 19:21, 14 July 2024

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Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
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    Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (English)
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    1 December 2017
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    skew Brownian motion
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    optimal stopping
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    excessive function
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    irreversible investment
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    Martin representation
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