Timing in the presence of directional predictability: Optimal stopping of skew Brownian motion

: Luis H. R. Alvarez E., Paavo Salminen

Publisher: SPRINGER HEIDELBERG

: 2017

: Mathematical Methods of Operations Research

: 86

: 2

: 377

: 400

: 24

: 1432-2994

: 1432-5217

DOI: https://doi.org/10.1007/s00186-017-0602-4