Optimal stopping for Brownian motion with applications to sequential analysis and option pricing

Optimal stopping for Brownian motion with applications to sequential analysis and option pricing

10.1016/j.jspi.2003.09.042

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書目詳細資料
Main Authors:	Lai, T.L., Lim, T.W.
其他作者:	STATISTICS & APPLIED PROBABILITY
格式:	Article
出版:	2014
主題:	Bayes sequential tests European and American options Fre boundary problems Heat equation Multi-armed bandits Singular stochastic control
在線閱讀:	http://scholarbank.nus.edu.sg/handle/10635/105286
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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