Pages that link to "Item:Q3067847"
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The following pages link to A General ‘Bang-Bang’ Principle for Predicting the Maximum of a Random Walk (Q3067847):
Displaying 7 items.
- Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
- Degeneracy condition for the optimal moment in the optimal stopping problem for a new functional of a symmetric random walk and its maximum (Q891133) (← links)
- Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum (Q2018030) (← links)
- Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
- Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
- Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496) (← links)
- Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
