Explicit solutions to some optimal variance stopping problems
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Stochastics: An International Journal of Probability and Stochastic Processes |
| Volume | 83 |
| Issue number | 4–6 |
| Pages (from-to) | 505–518 |
| Number of pages | 14 |
| ISSN | 1744-2508 |
| Publication status | Published - 2011 |
ID: 40300276