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Volumn 97, Issue 2, 2009, Pages 126-133

Knowing when to stop

Author keywords

[No Author keywords available]

Indexed keywords

DECISION MAKING; GAUSSIAN METHOD; MARKET; NUMERICAL METHOD; PROBABILITY;

EID: 62449150854     PISSN: 00030996     EISSN: None     Source Type: Trade Journal    
DOI: 10.1511/2009.77.126     Document Type: Article
Times cited : (30)

References (14)
  • 1
    • 38249008508 scopus 로고
    • Moment-based minimax stopping functions for sequences of random variables
    • Boshuizen, F., and T. Hill. 1992. Moment-based minimax stopping functions for sequences of random variables. Stochastic Processes and Applications 43:303-316.
    • (1992) Stochastic Processes and Applications , vol.43 , pp. 303-316
    • Boshuizen, F.1    Hill, T.2
  • 2
    • 0034214590 scopus 로고    scopus 로고
    • Sum the odds to one and stop
    • Bruss, F. T. 2000. Sum the odds to one and stop. Annals of Probability 28:1384-1391.
    • (2000) Annals of Probability , vol.28 , pp. 1384-1391
    • Bruss, F.T.1
  • 4
    • 0038569330 scopus 로고
    • Pick the largest number
    • eds. Cover, T, and B. Gopinath. New York: Springer-Verlag, p
    • Cover, T. 1987. Pick the largest number, in Open Problems in Communication and Computation, eds. Cover, T., and B. Gopinath. New York: Springer-Verlag, p. 152.
    • (1987) Open Problems in Communication and Computation , pp. 152
    • Cover, T.1
  • 6
    • 84972507662 scopus 로고
    • Who solved the secretary problem?
    • Ferguson, T. 1989. Who solved the secretary problem? Statistical Science 4:282-296.
    • (1989) Statistical Science , vol.4 , pp. 282-296
    • Ferguson, T.1
  • 7
    • 0000945144 scopus 로고
    • The secretary problem and its extensions: A review
    • Freeman, P. R. 1983. The secretary problem and its extensions: A review. International Statistical Review 51:189-208.
    • (1983) International Statistical Review , vol.51 , pp. 189-208
    • Freeman, P.R.1
  • 8
    • 0040959801 scopus 로고
    • Minimax-optimal stop rules and distributions in marriage problems
    • Hill, T., and U. Krengel. 1992. Minimax-optimal stop rules and distributions in marriage problems. Annals of Probability 19:342-353.
    • (1992) Annals of Probability , vol.19 , pp. 342-353
    • Hill, T.1    Krengel, U.2
  • 9
    • 0002045806 scopus 로고
    • Sharp inequalities for optimal stopping with rewards based on ranks
    • Hill, T., and D. Kennedy. 1992. Sharp inequalities for optimal stopping with rewards based on ranks. Annals of Applied Probability 2:503-517.
    • (1992) Annals of Applied Probability , vol.2 , pp. 503-517
    • Hill, T.1    Kennedy, D.2
  • 10
    • 34248217718 scopus 로고    scopus 로고
    • Optimal stopping with applications
    • Jacka, S., et al. 2007. Optimal stopping with applications. Stochastics 79:1-4.
    • (2007) Stochastics , vol.79 , pp. 1-4
    • Jacka, S.1
  • 13
    • 85033774945 scopus 로고    scopus 로고
    • Don't blame the quants
    • Shreve, S. 2008. Don't blame the quants. Forbes, com. http://www.forbes.com/2008/10/07/securities-quants-models-oped-cx-ss-1008shreve. html
    • (2008) Forbes, com
    • Shreve, S.1
  • 14
    • 58149250451 scopus 로고    scopus 로고
    • The maximum average gain in a sequence of Bernoulli trials
    • Stadje, W. 2008. The maximum average gain in a sequence of Bernoulli trials. American Mathematical Monthly 115:902-910.
    • (2008) American Mathematical Monthly , vol.115 , pp. 902-910
    • Stadje, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.