A multiple optimal stopping rule for a buying-selling problem with a deterministic trend
DOI10.1007/S00362-016-0776-5zbMATH Open1354.60044OpenAlexW2399311560MaRDI QIDQ2374438FDOQ2374438
Authors: Georgy Sofronov 
Publication date: 15 December 2016
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-016-0776-5
Recommendations
- An optimal double stopping rule for a buying-selling problem
- An optimal sequential procedure for a buying-selling problem with independent observations
- A multiple optimal stopping rule for sums of independent random variables
- An optimal sequential procedure for a multiple selling problem with independent observations
- Multiple buying or selling with vector offers
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)
Cites Work
- On multiple stopping bales
- A note on multiple stopping rules
- On Optimal Multiple Stopping of Markov Sequences
- Title not available (Why is that?)
- Buying and selling an asset over the finite time horizon: a non-parametric approach
- A Bayesian Approach to a Generalized House Selling Problem
- Explicit results for a class of asset-selling problems
- Multiple buying or selling with vector offers
- Title not available (Why is that?)
- Optimal Strategies for Selling an Asset
- Optimal Stopping and Experimental Design
- Generalized sequential procedures
- Test for optimality of an extended sequential procedure
- An optimal sequential procedure for a multiple selling problem with independent observations
- Optimal exercise strategies for operational risk insurance via multiple stopping times
- An optimal sequential procedure for a buying-selling problem with independent observations
- A multiple optimal stopping rule for sums of independent random variables
Cited In (6)
- The house-selling problem with reward rate criterion
- An optimal sequential procedure for a multiple selling problem with independent observations
- An optimal double stopping rule for a buying-selling problem
- Minimax perfect stopping rules for selling an asset near its ultimate maximum
- Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem
- An optimal sequential procedure for a buying-selling problem with independent observations
This page was built for publication: A multiple optimal stopping rule for a buying-selling problem with a deterministic trend
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2374438)
