A multiple optimal stopping rule for a buying-selling problem with a deterministic trend

DOI10.1007/s00362-016-0776-5zbMath1354.60044OpenAlexW2399311560MaRDI QIDQ2374438

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

zbMATH Keywords

optimal stoppinggame valuebuying-selling problemsequential decision analysismultiple stopping rules

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Stopping times; optimal stopping problems; gambling theory (60G40) Auctions, bargaining, bidding and selling, and other market models (91B26) Optimal stopping in statistics (62L15)

Related Items (1)

An optimal double stopping rule for a buying-selling problem

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