With or without replacement? Sampling uncertainty in Shepp’s urn scheme
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Publication:6102059
DOI10.1017/jpr.2022.78zbMath1516.60025arXiv1911.11971OpenAlexW2991617780MaRDI QIDQ6102059
Publication date: 8 May 2023
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.11971
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Optimal stopping in statistics (62L15)
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