Optimal stopping rule for the full-information duration problem with random horizon

Publisher： Cambridge University Press

E-ISSN： 1475-6064|48|1|52-68

ISSN： 0001-8678

Source： Advances in Applied Probability, Vol.48, Iss.1, 2016-03, pp. : 52-68

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Optimal Stopping Rule for the No-Information Duration Problem with Random Horizon

By  

Advances in Applied Probability, Vol. 45, Iss. 4, 2013-12 ,pp. : 1028-1048

Cambridge University Press

Access to resources Recommend Favorite

On the optimal stopping problem for one-dimensional diffusions

By Dayanik S.   Karatzas I.  

Stochastic Processes and their Applications, Vol. 107, Iss. 2, 2003-10 ,pp. : 173-212

Elsevier

Access to resources Recommend Favorite

A new strategy for Robbins’ problem of optimal stopping

By  

Journal of Applied Probability, Vol. 54, Iss. 1, 2017-04 ,pp. : 331-336

Cambridge University Press

Access to resources Recommend Favorite

Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory

By Chang Mou-Hsiung  

Stochastic Analysis and Applications, Vol. 30, Iss. 6, 2012-11 ,pp. : 1102-1135

Taylor & Francis Ltd

Access to resources Recommend Favorite

Optimal Stopping Problems for Asset Management

By  

Advances in Applied Probability, Vol. 44, Iss. 3, 2012-09 ,pp. : 655-677

Cambridge University Press

Access to resources Recommend Favorite