Pages that link to "Item:Q5700626"
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The following pages link to On a Property of the Moment at Which Brownian Motion Attains Its Maximum and Some Optimal Stopping Problems (Q5700626):
Displayed 15 items.
- 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)
- Flexible supply contracts under price uncertainty (Q930966) (← 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)
- Stopping with expectation constraints: 3 points suffice (Q2316590) (← links)
- Selling a stock at the ultimate maximum (Q2389600) (← links)
- The optimal stopping problem concerned with ultimate maximum of a Lévy process (Q2513223) (← links)
- OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493) (← links)
- Predicting the last zero of Brownian motion with drift (Q3498585) (← links)
- OPTIMAL STOPPING FOR THE LAST EXIT TIME (Q4645777) (← links)
- Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)