On Wald Optimal Stopping Problem for Geometric Brownian Motions (Q3543506): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Wald Optimal Stopping Problem for Geometric Brownian Motions |
scientific article |
Statements
On Wald Optimal Stopping Problem for Geometric Brownian Motions (English)
0 references
4 December 2008
0 references
geometric Brownian motions
0 references
smooth-fit principle
0 references
Wald's identity
0 references
