Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390): Difference between revisions

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Revision as of 09:35, 30 July 2024

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Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon
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    Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (English)
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    27 January 2020
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    maximax setup of optimal stopping problem
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    maximin setup of optimal stopping problem
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    upper bound of stopping price
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    lower bound of stopping price
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    optimal stopping time
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