Pages that link to "Item:Q879259"

The following pages link to The trap of complacency in predicting the maximum (Q879259):

Displaying 33 items.

• Optimal stopping for absolute maximum of homogeneous diffusion (Q255762) (← links)
• 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)
• Optimal selling time in stock market over a finite time horizon (Q692685) (← links)
• Optimal stopping with private information (Q900599) (← links)
• Examples of optimal prediction in the infinite horizon case (Q973174) (← links)
• Minimax perfect stopping rules for selling an asset near its ultimate maximum (Q1686562) (← links)
• Existence of density functions for the running maximum of a Lévy-Itô diffusion (Q1692337) (← links)
• Three-dimensional Brownian motion and the golden ratio rule (Q1950257) (← links)
• An analytical study of participating policies with minimum rate guarantee and surrender option (Q2120540) (← links)
• Predicting the time at which a Lévy process attains its ultimate supremum (Q2255610) (← links)
• Selling a stock at the ultimate maximum (Q2389600) (← links)
• The optimal stopping problem concerned with ultimate maximum of a Lévy process (Q2513223) (← links)
• An optimal sequential procedure for determining the drift of a Brownian motion among three values (Q2698484) (← links)
• Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
• Time-Randomized Stopping Problems for a Family of Utility Functions (Q2810982) (← links)
• The British Put Option (Q2889604) (← links)
• The British Russian Option (Q3108365) (← 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)
• Predicting the last zero of Brownian motion with drift (Q3498585) (← links)
• The British Lookback Option with Fixed Strike (Q4682481) (← links)
• OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
• On-line VWAP Trading Strategies (Q4931850) (← links)
• The British Asian Option (Q4931851) (← links)
• Optimally Stopping at a Given Distance from the Ultimate Supremum of a Spectrally Negative Lévy Process (Q5022289) (← links)
• On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
• AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
• THE BRITISH ASSET-OR-NOTHING PUT OPTION (Q5281721) (← links)
• The British call option (Q5746745) (← links)
• Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)