On the optimal stopping values induced by general dependence structures

DOI10.1239/JAP/1005091031zbMATH Open1002.60033OpenAlexW2098384778MaRDI QIDQ2774444FDOQ2774444

Authors: Alfred Müller, Ludger Rüschendorf 

Publication date: 1 January 2003

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/1df08bffa521008cf1c28ce9a5b850813edfd220

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zbMATH Keywords

stochastic orderingoptimal stoppingmaximal dependencedistribution with given marginalsextension of Strassen's theorem

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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