Optimal stopping of the maximum process: a converse to the results of Peskir (Q3429334)
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scientific article; zbMATH DE number 5139340
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal stopping of the maximum process: a converse to the results of Peskir |
scientific article; zbMATH DE number 5139340 |
Statements
Optimal stopping of the maximum process: a converse to the results of Peskir (English)
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30 March 2007
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optimal stopping
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Brownian motion
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excursion theory
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Skorokhod embedding problem
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0.9347471
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0.9295689
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0.9124119
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0.9123344
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0.90535825
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