Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: An optimal Skorokhod embedding for diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Azéma-Yor embedding in non-singular diffusions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping of the maximum process: The maximality principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Designing options given the risk: The optimal Skorokhod-embedding problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4226355 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Guided Tour through Excursions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4492756 / rank
 
Normal rank

Latest revision as of 15:42, 25 June 2024

scientific article
Language Label Description Also known as
English
Optimal stopping of the maximum process: a converse to the results of Peskir
scientific article

    Statements

    Optimal stopping of the maximum process: a converse to the results of Peskir (English)
    0 references
    0 references
    30 March 2007
    0 references
    optimal stopping
    0 references
    Brownian motion
    0 references
    excursion theory
    0 references
    Skorokhod embedding problem
    0 references
    0 references

    Identifiers