Entry and Exit Decision Problem with Implementation Delay (Q5504160): Difference between revisions

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Latest revision as of 00:28, 29 June 2024

scientific article; zbMATH DE number 5495875
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English
Entry and Exit Decision Problem with Implementation Delay
scientific article; zbMATH DE number 5495875

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    Entry and Exit Decision Problem with Implementation Delay (English)
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    21 January 2009
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    Brownian excursion
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    implementation delay
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    Parisian option
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    optimal stopping
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    Wald's identity
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