Pages that link to "Item:Q4905918"
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The following pages link to Detecting the Maximum of a Scalar Diffusion with Negative Drift (Q4905918):
Displaying 8 items.
- Quickest detection of a hidden target and extremal surfaces (Q473157) (← links)
- On predicting the maximum of a semimartingale and the optimal moment to sell a stock (Q500285) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← 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)
- Time-Randomized Stopping Problems for a Family of Utility Functions (Q2810982) (← 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)
