Pages that link to "Item:Q2752966"

The following pages link to Stopping Brownian Motion Without Anticipation as Close as Possible to Its Ultimate Maximum (Q2752966):

Displaying 26 items.

• Optimal stopping for absolute maximum of homogeneous diffusion (Q255762) (← links)
• Optimal detection of a hidden target: the median rule (Q424533) (← links)
• Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
• Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
• Optimal selling of an asset under incomplete information (Q655226) (← links)
• Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
• The trap of complacency in predicting the maximum (Q879259) (← links)
• On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
• Flexible supply contracts under price uncertainty (Q930966) (← links)
• Examples of optimal prediction in the infinite horizon case (Q973174) (← links)
• Minimax perfect stopping rules for selling an asset near its ultimate maximum (Q1686562) (← links)
• A recursive algorithm for selling at the ultimate maximum in regime-switching models (Q1703034) (← links)
• Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
• Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
• Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
• Subordinated Brownian motion: last time the process reaches its supremum (Q2352336) (← links)
• Selling a stock at the ultimate maximum (Q2389600) (← links)
• The optimal stopping problem concerned with ultimate maximum of a Lévy process (Q2513223) (← links)
• Time-Randomized Stopping Problems for a Family of Utility Functions (Q2810982) (← links)
• A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (Q3067847) (← links)
• Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496) (← links)
• OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493) (← links)
• OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
• Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
• Optimal Closing of a Momentum Trade (Q5299563) (← links)
• Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)