"Timing in the presence of directional predictability: optimal stopping of ..."

Luis H. R. Alvarez E., Paavo Salminen (2017)

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DOI: 10.1007/S00186-017-0602-4

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type: Journal Article

metadata version: 2020-03-03

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Luis H. R. Alvarez E., Paavo Salminen:
Timing in the presence of directional predictability: optimal stopping of skew Brownian motion. Math. Methods Oper. Res. 86(2): 377-400 (2017)

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