An optimal sequential procedure for a buying-selling problem with independent observations
| Contribuinte(s) |
Heyde CC |
|---|---|
| Data(s) |
01/01/2006
|
| Resumo |
We consider a buying-selling problem when two stops of a sequence of independent random variables are required. An optimal stopping rule and the value of a game are obtained. |
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
Applied Probability Trust |
| Palavras-Chave | #Optimal Stopping #Multiple Stopping Rule #Value Of A Game #Buying-selling Problem #Statistics & Probability #C1 #230200 Statistics #230201 Probability Theory #230202 Stochastic Analysis and Modelling #780101 Mathematical sciences |
| Tipo |
Journal Article |
