Optimal stopping of a Brownian bridge with an unknown pinning point
| Autor: | Ekström, Erik, Vaicenavicius, Juozas |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications February 2020 130(2):806-823 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Ekström, Erik, Vaicenavicius, Juozas |
|---|---|
| Zdroj: | In Stochastic Processes and their Applications February 2020 130(2):806-823 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect