Search Results - subject:"the maximality principle"

Pedersen, Jesper Lund - In: Journal of Multivariate Analysis 75 (2000) 1, pp. 36-46

of smooth fit and the maximality principle. In addition, the exact formula for the expected waiting time of the optimal …

Persistent link: https://www.econbiz.de/10005160363

Graversen, S. E.; Peskir, G. - In: Stochastic Processes and their Applications 69 (1997) 1, pp. 111-125

] > 0 and all 0 < [lambda] < 2. The method of proof relies upon the principle of smooth fit and the maximality principle for …

Persistent link: https://www.econbiz.de/10008874410