Optimal stopping in the stock market when the future is discounted

DOI10.1214/AOS/1176346161MaRDI QIDQ787583zbMATH OpenOpenAlexFDO

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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