An optimal double stopping rule for a buying-selling problem
DOI10.1007/S11009-018-9684-6zbMATH Open1434.60122OpenAlexW2898917926WikidataQ128993987 ScholiaQ128993987MaRDI QIDQ2176381FDOQ2176381
Authors: Georgy Sofronov 
Publication date: 4 May 2020
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-018-9684-6
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optimal stopping rulesgeometric random walkautoregressive sequencebuying-selling problemsequential decision analysis
Applications of statistics to economics (62P20) Auctions, bargaining, bidding and selling, and other market models (91B26) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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