Optimal stopping for Shepp's urn with risk aversion
In: Stochastics, Jg. 87 (2015), Heft 4, S. 702-722
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Zugriff:
Titel: |
Optimal stopping for Shepp's urn with risk aversion
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Autor/in / Beteiligte Person: | Chen, Robert W. ; Grigorescu, Ilie ; Kang, Min |
Link: | |
Zeitschrift: | Stochastics, Jg. 87 (2015), Heft 4, S. 702-722 |
Veröffentlichung: | 2015 |
Medientyp: | serialPeriodical |
ISSN: | 1744-2508 (print) |
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