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Found 85 Documents (Results 1–85)

Optimal stopping and reselling of European options. (English) Zbl 1405.91641

Rykov, Vladimir V. (ed.) et al., Mathematical and statistical models and methods in reliability. Applications to medicine, finance, and quality control. Invited papers based on the presentation at the 6th international conference (MMR 2009), Moscow, Russia, June 22–26, 2009. Boston, MA: Birkhäuser (ISBN 978-0-8176-4970-8/hbk; 978-0-8176-4971-5/ebook). Statistics for Industry and Technology, 371-389 (2010).
MSC:  91G20 60G40 60H30
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