Belomestny, Denis; Gapeev, Pavel V. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
, Asian option, Russian option,
Bayesian sequential testing problem, disorder detection problem.
1 … Theorem 4 are satisfled.
Example 9 (Wiener disorder detection problem with flnite horizon [29; Chap-
ter IV, Section 4], [7 …
