Sequential testing problems for Bessel processes (Q4600442): Difference between revisions

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+Selling a stock at the ultimate maximum
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+The Wiener Sequential Testing Problem with Finite Horizon
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+On the sequential testing problem for some diffusion processes
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+Quickest detection problems for Bessel processes
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+ON THE AMERICAN OPTION PROBLEM
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+A change-of-variable formula with local time on curves
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