Pages that link to "Item:Q3528728"

The following pages link to Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift (Q3528728):

Displaying 16 items.

• Optimal detection of a hidden target: the median rule (Q424533) (← links)
• Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
• Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
• Predicting the ultimate supremum of a stable Lévy process with no negative jumps (Q653307) (← links)
• The trap of complacency in predicting the maximum (Q879259) (← links)
• Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
• Risk management for crude oil futures: an optimal stopping-timing approach (Q2150832) (← links)
• Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
• Subordinated Brownian motion: last time the process reaches its supremum (Q2352336) (← links)
• Selling a stock at the ultimate maximum (Q2389600) (← links)
• The optimal stopping problem concerned with ultimate maximum of a Lévy process (Q2513223) (← links)
• Time-Randomized Stopping Problems for a Family of Utility Functions (Q2810982) (← links)
• Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’ (Q3165496) (← links)
• OPTIMAL SELLING RULES FOR MONETARY INVARIANT CRITERIA: TRACKING THE MAXIMUM OF A PORTFOLIO WITH NEGATIVE DRIFT (Q3195493) (← links)
• Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
• \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805) (← links)