Optimal stopping on autoregressive schemes (Q1168644)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal stopping on autoregressive schemes |
scientific article |
Statements
Optimal stopping on autoregressive schemes (English)
0 references
1982
0 references
optimal stopping
0 references
optimal payoff
0 references
first passage time
0 references
asymptotic distribution
0 references