Limit theorems for threshold-stopped random variables with applications to optimal stopping (Q3484097)
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scientific article; zbMATH DE number 4155556
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| English | Limit theorems for threshold-stopped random variables with applications to optimal stopping |
scientific article; zbMATH DE number 4155556 |
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Limit theorems for threshold-stopped random variables with applications to optimal stopping (English)
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1990
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extreme value theory
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Poisson random measures
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threshold stopping time
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0.9265201
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0.87151825
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0.7914164
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0.7866533
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