Optimal stopping time for geometric random walks with power payoff function (Q828094): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q3552054 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5617375 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5801671 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic finance. An introduction in discrete time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5488452 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3411281 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4677144 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On an Effective Solution of the Optimal Stopping Problem for Random Walks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Analysis / rank
 
Normal rank

Revision as of 07:40, 24 July 2024

scientific article
Language Label Description Also known as
English
Optimal stopping time for geometric random walks with power payoff function
scientific article

    Statements

    Optimal stopping time for geometric random walks with power payoff function (English)
    0 references
    0 references
    0 references
    0 references
    14 January 2021
    0 references
    geometric random walks
    0 references
    stopping time
    0 references
    stopping domain
    0 references
    domain of continuing observations
    0 references
    generating function
    0 references

    Identifiers