Oscillation criteria for stopping near the top of a random walk

Author:

Islas José A.ORCID

Publisher

Springer Science and Business Media LLC

Reference6 articles.

1. Allaart, P.C.: How to stop near the top in a random walk? In Decision Making Processes under Uncertainty and Ambiguity RIMS Kokyuroku. Inst. Math. Analy. 1682, 33–40 (2010)

2. Hlynka, M., Sheahan, J.N.: The secretary problem for a random walk. Stoch. Proc. Appl. 28, 317–325 (1998)

3. Yam, S.C.P., Yung, S.P., Zhou, W.: Two rationales behind ‘buy-and-hold or sell-at-once’. J. Appl. Probab. 46, 651–668 (2009)

4. Islas Anguiano, J. A.: Optimal Strategies for Stopping Near the Top of a Sequence, dissertation, December 2015; Denton, Texas. (digital.library.unt.edu/ark:/67531/metadc822812/: accessed November 20, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu

5. Feller, W.: An introduction to probability theory and its applications (Second edition), Vol I. Wiley, (1957)

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