Optimal stopping rules for correlated random walks with a discount

Journal of Applied Probability

Volumn 41, Issue 2, 2004, Pages 483-496

  Allaart, Pieter ^a  

^a UNIVERSITY OF NORTH TEXAS   (United States)

Author keywords

Correlated random walk; Discount factor; Momentum; Optimality principle; Stopping rule

Indexed keywords

EID: 3242797392     PISSN: 00219002     EISSN: None     Source Type: Journal    
DOI: 10.1239/jap/1082999080     Document Type: Article

References (20)

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