Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334): Difference between revisions
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Property / cites work: An optimal Skorokhod embedding for diffusions / rank | |||
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Property / cites work: The Azéma-Yor embedding in non-singular diffusions. / rank | |||
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Property / cites work: Optimal stopping of the maximum process: The maximality principle / rank | |||
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Property / cites work: Designing options given the risk: The optimal Skorokhod-embedding problem / rank | |||
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Property / cites work: Q4226355 / rank | |||
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Property / cites work: A Guided Tour through Excursions / rank | |||
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Latest revision as of 15:42, 25 June 2024
scientific article
Language | Label | Description | Also known as |
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English | Optimal stopping of the maximum process: a converse to the results of Peskir |
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Optimal stopping of the maximum process: a converse to the results of Peskir (English)
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30 March 2007
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optimal stopping
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Brownian motion
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excursion theory
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Skorokhod embedding problem
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