Optimal stopping rules for correlated random walks with a discount (Q4819472)
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scientific article; zbMATH DE number 2103380
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| default for all languages | No label defined |
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| English | Optimal stopping rules for correlated random walks with a discount |
scientific article; zbMATH DE number 2103380 |
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Optimal stopping rules for correlated random walks with a discount (English)
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24 September 2004
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optimality principle
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discount factor
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momentum
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0.8935467600822449
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0.8704681992530823
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0.8660422563552856
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0.8513115048408508
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0.8001292943954468
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