Detection of disorder before an observable event

DOI10.1080/17442500601096190zbMATH Open1110.60040OpenAlexW2014154468MaRDI QIDQ3429342FDOQ3429342

Authors Arne Løkka

Publication date 30 March 2007

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442500601096190

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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Cites work

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Cited in

(1)

• The kind of silence: managing a reputation for voluntary disclosure in financial markets

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