Timing in the presence of directional predictability: optimal stopping of skew Brownian motion
2017 ◽
Vol 86
(2)
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pp. 377-400
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2014 ◽
Vol 51
(03)
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pp. 818-836
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2004 ◽
Vol 47
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pp. 145-162
2001 ◽
Vol 38
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pp. 55-66
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Keyword(s):
1998 ◽
Vol 35
(04)
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pp. 856-872
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Keyword(s):
2019 ◽
Vol 372
(5)
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pp. 3597-3618
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1998 ◽
Vol 35
(4)
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pp. 856-872
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1983 ◽
Vol 15
(02)
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pp. 225-254
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2014 ◽
Vol 58
(1)
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pp. 164-171
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