搜索结果: 1-3 共查到“stopping time”相关记录3条 . 查询时间(0.062 秒)
Bounded stopping time of some Bayes sequential tests for the t-test model
Bounded stopping time some Bayes sequential tests
2009/9/23
Bounded stopping time of some Bayes sequential tests for the t-test model。
Optimal double stopping time
Optimal stopping optimal multiple stopping stopping times hitting times american options with double exercise time
2010/11/2
We consider the optimal double stopping time problem defined for each stopping time S by v(S) = ess sup{E[ ( 1, 2) |FS], 1, 2 S }. Following the optimal one stopping timeproblem, we study the exi...
From the decompositions of a stopping time to risk premium decompositions
Random times classification of stopping times enlargements of filtrations
2010/11/3
We build a general model for pricing defaultable claims. In addition to the usual ab-
sence of arbitrage assumption, we assume that one defaultable asset (at least) looses value when the default occu...