Bounds for Stopped Partial Sums

DOI10.1214/AOMS/1177692542MaRDI QIDQ4772480zbMATH OpenOpenAlexFDO

Authors Howard M. Taylor

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692542

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Statistical distribution theory (62E99)

Cited in

(2)

• Optimal exercise policies for call options and their valuation
• On infinite horizon optimal stopping of general random walk

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