On the calculation of probability characteristics of some optimal stopping times

DOI10.1070/RM1997V052N01ABEH001757zbMATH Open0916.60043MaRDI QIDQ4386653FDOQ4386653

Authors: Ilya Pavlyukevich 

Publication date: 24 May 1999

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

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zbMATH Keywords

stopping timesexpected time of bankruptcy

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cited In (5)

• Excursions height- and length-related stopping times, and application to finance
• Stopping Time Techniques for Analysts and Probabilists
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the simulation of expectations of random variables depending on a stopping time

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