A multiple optimal stopping rule for a buying-selling problem with a deterministic trend
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Publication:2374438
DOI10.1007/s00362-016-0776-5zbMath1354.60044OpenAlexW2399311560MaRDI QIDQ2374438
Publication date: 15 December 2016
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0776-5
Applications of statistics to economics (62P20) Stopping times; optimal stopping problems; gambling theory (60G40) Auctions, bargaining, bidding and selling, and other market models (91B26) Optimal stopping in statistics (62L15)
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Cites Work
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