Old problems, classical methods, new solutions

DOI10.1142/9789811259142_0016MaRDI QIDQ6599194zbMATH OpenFDO

Authors Alexander Lipton

Publication date 6 September 2024

Full work available at URL https://doi.org/10.1142/9789811259142_0016

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)

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