Optimal Time to Exchange Two Baskets (Q5391079)

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scientific article; zbMATH DE number 5874510
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English
Optimal Time to Exchange Two Baskets
scientific article; zbMATH DE number 5874510

    Statements

    title
    Optimal Time to Exchange Two Baskets (English)
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    author
    Katsumasa Nishide
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    L. C. G. Rogers
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    publication date
    5 April 2011
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    zbMATH Keywords
    log Brownian motion
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    optimal stopping time
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    continuation region
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    convex hull
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    62L15
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    93E20
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    zbMATH DE Number
    5874510
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