Entry and Exit Decision Problem with Implementation Delay (Q5504160)
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scientific article; zbMATH DE number 5495875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entry and Exit Decision Problem with Implementation Delay |
scientific article; zbMATH DE number 5495875 |
Statements
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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