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  • Search: subject:"STOPPING REGION"
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Subject
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Bayes sequential estimation 1 OPTIMAL STOPPING PROBLEM 1 SNELL'S ENVELOPE 1 STOPPING REGION 1 Schwartz process 1 conjugate prior 1 exponential-type process 1 geometric Brownian motion 1 geometric mean reverting process 1 optimal stopping 1 optimal stopping region 1 sequential decision procedure 1 stopping region 1 ЗАДАЧА ОБ ОПТИМАЛЬНОЙ ОСТАНОВКЕ 1 ОБЛАСТЬ ОСТАНОВКИ 1 ОГИБАЮЩАЯ СНЕЛЛА 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 1
Language
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Undetermined 3
Author
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GAHUNGU, Joachim 1 Magiera, R. 1 SMEERS, Yves 1 АЛЕКСАНДРОВНА, ШЕЛЕМЕХ ЕЛЕНА 1 ВИКТОРОВИЧ, ЯСОНОВ ЕВГЕНИЙ 1 МИНИРОВИЧ, ХАМЕТОВ ВЛАДИМИР 1
Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
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CORE Discussion Papers 1 Metrika 1 Управление большими системами: сборник трудов 1
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RePEc 3
Showing 1 - 3 of 3
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АЛГОРИТМ РЕШЕНИЯ ЗАДАЧИ ОБ ОПТИМАЛЬНОЙ ОСТАНОВКЕ С КОНЕЧНЫМ ГОРИЗОНТОМ
МИНИРОВИЧ, ХАМЕТОВ ВЛАДИМИР; … - In: Управление большими … (2014) 3, pp. 6-22
Предложен и обоснован алгоритм решения задачи об оптимальной остановке с конечным горизонтом. Основываясь на этом алгоритме, реализованном в системе...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011270536
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Sufficient and necessary conditions for perpetual multi-assets exchange options
GAHUNGU, Joachim; SMEERS, Yves - Center for Operations Research and Econometrics (CORE), … - 2011
stopping (i.e. sub- and super- sets of the stopping region) for some sub-cases of the general problem. We then exhibit a … region, but also allows to characterize (more complex) subsets of the stopping region that do not have an analytical … particular, it simplifies the expression of the subset of the stopping region identified by Nishide and Rogers (2011). Our …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010610493
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Bayes sequential estimation for an exponential family of processes: A discrete time approach
Magiera, R. - In: Metrika 39 (1992) 1, pp. 1-20
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005598700
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