Optimal stopping via measure transformation: the Beibel–Lerche approach (Q3429345)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping via measure transformation: the Beibel–Lerche approach |
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Optimal stopping via measure transformation: the Beibel–Lerche approach (English)
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30 March 2007
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optimal stopping
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the B-L approach
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repeated significance test
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disruption problem
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Russian option
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lookback option
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