Apr 24, 2019 · This paper derives upper and lower bounds of the price in the optimal stopping problem for a an adapted random sequence in the case of ...
This paper derives upper and lower bounds of the price in the optimal stopping problem for a an adapted random sequence in the case of finite horizon.
A stopping rule problem has a finite horizon if there is a known upper bound on the number of stages at which one may stop. If stopping is required after ...
Upper and Lower Bounds of Optimal Stopping for a Random Sequence: The Case of Finite Horizon. This paper derives upper and lower bounds of the price in the ...
The essential supremum of an arbitrary family of random variables is the smallest random variable that is an upper bound for each element of this family almost ...
Upper and Lower Bounds of Optimal Stopping for a Random Sequence: The Case of Finite Horizon ... This paper derives upper and lower bounds of the price in the ...
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... upper and lower bounds of the price in the optimal stopping problem for a an adapted random sequence in the case of finite horizon. As is demonstrated below ...
Upper and Lower Bounds of Optimal Stopping for a Random Sequence: The Case of Finite Horizon. Article 01 March 2019. References. T. Bojdecki (1978) On optimal ...
A curious connection exists between the theory of optimal stopping for independent random variables, and branching processes.
Nov 18, 2023 · Abstract. We develop methods to solve general optimal stopping problems with opportunities to stop that arrive randomly.