Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index
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Publication:4639222
DOI10.1080/07474946.2018.1427979zbMath1390.60154OpenAlexW2789282454MaRDI QIDQ4639222
Antonietta Mira, Bruno Buonaguidi
Publication date: 3 May 2018
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474946.2018.1427979
Quadratic programming (90C20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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