Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390)
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English | Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon |
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Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (English)
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27 January 2020
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maximax setup of optimal stopping problem
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maximin setup of optimal stopping problem
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upper bound of stopping price
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lower bound of stopping price
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optimal stopping time
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