Explicit solutions to some optimal variance stopping problems
Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Standard
Explicit solutions to some optimal variance stopping problems. / Pedersen, Jesper Lund.
I: Stochastics: An International Journal of Probability and Stochastic Processes , Bind 83, Nr. 4–6, 2011, s. 505–518.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Pedersen, JL 2011, 'Explicit solutions to some optimal variance stopping problems', Stochastics: An International Journal of Probability and Stochastic Processes , bind 83, nr. 4–6, s. 505–518.
APA
Pedersen, J. L. (2011). Explicit solutions to some optimal variance stopping problems. Stochastics: An International Journal of Probability and Stochastic Processes , 83(4–6), 505–518.
Vancouver
Pedersen JL. Explicit solutions to some optimal variance stopping problems. Stochastics: An International Journal of Probability and Stochastic Processes . 2011;83(4–6):505–518.
Author
Bibtex
@article{273c96ad900645079456f899d22ed9a5,
title = "Explicit solutions to some optimal variance stopping problems",
author = "Pedersen, {Jesper Lund}",
year = "2011",
language = "English",
volume = "83",
pages = "505–518",
journal = "Stochastics: An International Journal of Probability and Stochastic Processes ",
issn = "1744-2508",
publisher = "Taylor & Francis",
number = "4–6",
}
RIS
TY - JOUR
T1 - Explicit solutions to some optimal variance stopping problems
AU - Pedersen, Jesper Lund
PY - 2011
Y1 - 2011
M3 - Journal article
VL - 83
SP - 505
EP - 518
JO - Stochastics: An International Journal of Probability and Stochastic Processes
JF - Stochastics: An International Journal of Probability and Stochastic Processes
SN - 1744-2508
IS - 4–6
ER -
ID: 40300276