Search Results - subject:"Bayesian sequential testing"

Parameter estimation : the proper way to use Bayesian posterior processes with Brownian noise

Cohen, Asaf - In: Mathematics of operations research 40 (2015) 2, pp. 361-389

Persistent link: https://www.econbiz.de/10011282701

An Iteration Procedure for Solving Integral Equations Related to Optimal Stopping Problems

Belomestny, Denis; Gapeev, Pavel V. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006

, Asian option, Russian option, Bayesian sequential testing problem, disorder detection problem. 1 … American put and Asian options in Black-Scholes models as well as on the flnite horizon Bayesian sequential testing and …

Persistent link: https://www.econbiz.de/10005784858