Optimal double stopping of a Brownian bridge (Q2786434)

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Optimal double stopping of a Brownian bridge
scientific article

    Statements

    title
    Optimal double stopping of a Brownian bridge (English)
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    author
    Erik J. Baurdoux
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    Nan Chen
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    Budhi A. Surya
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    Kazutoshi Yamazaki
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    publication date
    12 February 2016
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    zbMATH Keywords
    optimal double stopping
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    Brownian bridge
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    buying-selling strategy
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60J65
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    60H30
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    zbMATH DE Number
    6541307
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