An optimal sequential procedure for a buying-selling problem with independent observations
2006 ◽
Vol 43
(2)
◽
pp. 454-462
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Keyword(s):
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.
2006 ◽
Vol 43
(02)
◽
pp. 454-462
◽
1989 ◽
Vol 38
(3-4)
◽
pp. 129-146
1994 ◽
Vol 8
(2)
◽
pp. 169-177
◽
1997 ◽
Vol 44
(1)
◽
pp. 54-66
◽
2019 ◽
Vol 33
(3)
◽
pp. 327-347
Keyword(s):
2008 ◽
Vol 23
(1)
◽
pp. 51-60
◽
Keyword(s):
Keyword(s):
1989 ◽
Vol 26
(02)
◽
pp. 304-313
◽
Keyword(s):