Optimal Stopping in the Stock Market
Griffeath, David ; Snell, J. Laurie
Ann. Probab., Tome 2 (1974) no. 6, p. 1-13 / Harvested from Project Euclid
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A class of optimal stopping problems for conditioned random walk is discussed in terms of selling strategies for the stock market.
Publié le : 1974-02-14
Classification:  G2L15,  Optimal stopping,  random walk,  maximum entropy,  conditional Markov chains,  stock market,  60G40,  60J15 
@article{1176996747,
     author = {Griffeath, David and Snell, J. Laurie},
     title = {Optimal Stopping in the Stock Market},
     journal = {Ann. Probab.},
     volume = {2},
     number = {6},
     year = {1974},
     pages = { 1-13},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996747}
}

Griffeath, David; Snell, J. Laurie. Optimal Stopping in the Stock Market. Ann. Probab., Tome 2 (1974) no. 6, pp.  1-13. http://gdmltest.u-ga.fr/item/1176996747/