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Found 35 Documents (Results 1–35)

Optimal stopping problems for a Brownian motion with disorder on a segment. (English) Zbl 1293.60048

Theory Probab. Appl. 58, No. 1, 164-171 (2014); translation from Teor. Veroyatn. Primen. 58, No. 1, 193-200 (2013).
MSC:  60G40 60J65 91G80
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Monte Carlo methods for adaptive disorder problems. (English) Zbl 1252.65007

Carmona, René A. (ed.) et al., Numerical methods in finance. Selected papers based on the presentations at the workshop, Bordeaux, France, June 2010. Berlin: Springer (ISBN 978-3-642-25745-2/hbk; 978-3-642-25746-9/ebook). Springer Proceedings in Mathematics 12, 83-112 (2012).
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Quickest detection problems in the technical analysis of the financial data. (English) Zbl 1001.62038

Geman, Helyette (ed.) et al., Mathematical finance - Bachelier congress 2000. Selected papers from the 1st world congress of the Bachelier Finance Society, Paris, France, June 29 - July 1, 2000. Berlin: Springer. Springer Finance. 487-521 (2002).
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