On data-based optimal stopping under stationarity and ergodicity (Q358137)
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scientific article; zbMATH DE number 6198874
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| English | On data-based optimal stopping under stationarity and ergodicity |
scientific article; zbMATH DE number 6198874 |
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On data-based optimal stopping under stationarity and ergodicity (English)
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16 August 2013
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American options
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ergodicity
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nonparametric regression
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prediction
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stationarity
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universal consistency
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0.89534503
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0.87627953
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0.86934996
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0.86927414
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