Author:
Liu Yue,Yang Aijun,Zhang Jijian,Yao Jingjing
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference24 articles.
1. Agram, N., Bachouch, A., Oksendal, B., & Proske, F. (2019). Singular control optimal stopping of memory mean-field processes. SIAM Journal on Mathematical Analysis, 40(1), 450–469.
2. Bather, J. (1970). Optimal stopping problems for Brownian motion. Advances in Applied Probability, 2(2), 259–286.
3. Boyce, W. M. (1970). Stopping rules for selling bonds. The Bell Journal of Economics and Management Science, 1(1), 27–53.
4. Chow, Y. S., Robbins, H., & Siegmund, D. (1971). Great expectations: The theory of optimal stopping. Boston, MA: Houghton Mifflin.
5. Du Toit, J., & Peskir, G. (2007). The trap of complacency in predicting the maximum. The Annals of Applied Probability, 35, 340–365.
Cited by
19 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献