Optimal stopping in the stock market when the future is discounted

DOI10.1214/AOS/1176346161zbMATH Open0529.60042OpenAlexW2003143691MaRDI QIDQ787583FDOQ787583

Authors: Mark Finster 

Publication date: 1983

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346161

zbMATH Keywords

optimal stopping problem

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

Cited In (1)

• Rank-based selection strategies for the random walk process

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