Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945): Difference between revisions
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Revision as of 20:43, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Timing in the presence of directional predictability: optimal stopping of skew Brownian motion |
scientific article |
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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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