Browsing by Author "Irle A."

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Browsing by Author "Irle A."

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  • An elementary approach to optimal atopping problems for AR(1) sequences 
    Novikov Alex; Christensen Soren; Irle A. (Taylor and Francis, 2011)
    Optimal stopping problems form a class of stochastic optimization problems that has a wide range of applications in sequential statistics and mathematical finance. Here we consider a general optimal stopping problem with ...