A class of recursive optimal stopping problems with applications to stock trading
Katia Colaneri, Tiziano De Angelis
| Year of publication: |
2022
|
|---|---|
| Authors: | Colaneri, Katia ; De Angelis, Tiziano |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 47.2022, 3, p. 1833-1861
|
| Subject: | optimal stopping theory | recursive optimal stopping problems | stock selling | Suchtheorie | Search theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2021.1190 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013374973