Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach-Reference-Cited by-同舟云学术

Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach

Published:2020-03 Issue: Volume: Page:
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Glover Kristoffer

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference39 articles.

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5. Brownian bridges on random intervals;Bedini;Theory Probab. Appl.,2017

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