Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum (Q2018030)
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scientific article; zbMATH DE number 6418912
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| English | Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum |
scientific article; zbMATH DE number 6418912 |
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Degeneracy condition for the optimal moment in the optimal stop problem for a functional of a skewed down random walk and its maximum (English)
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24 March 2015
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optimal stopping problem
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skewed down random walk
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0.9173317551612854
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0.7803030014038086
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0.7687718272209167
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0.7643032073974609
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