Optimal double stopping of a Brownian bridge (Q2786434): Difference between revisions

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+Q3331506
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+Optimal Stopping of a Brownian Bridge
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+Normal rank
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+Optimal Liquidation of a Pairs Trade
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+Optimal Dynamic Pricing of Inventories with Stochastic Demand over Finite Horizons
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+OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT
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+Duration problem on trajectories
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+A change-of-variable formula with local time on curves
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+Explicit Solutions to Some Problems of Optimal Stopping
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+An optimal sequential procedure for a buying-selling problem with independent observations
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+Stochastic Optimization Methods for Buying-Low-and-Selling-High Strategies
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+Optimal stopping on trajectories and the ballot problem
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