Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (Q2145807)
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scientific article
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| English | Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach |
scientific article |
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Optimally stopping a Brownian bridge with an unknown pinning time: a Bayesian approach (English)
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20 June 2022
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optimal stopping
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Brownian bridges
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random horizon
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elastic Killing
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bang-bang Brownian motion
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local time
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0.9104436039924622
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0.8163067102432251
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0.7944052815437317
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0.7823131680488586
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0.7811266183853149
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