Optimal Stopping Made Easy

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type , Preprint 01 Jan 2004 United Kingdom English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

Copyright policy )

Authors: Boyarchenko, S; Levendorskiǐ, S;

doi: 10.2139/ssrn.610621 , 10.1016/j.jmateco.2006.09.009

handle: 2381/20621

Optimal Stopping Made Easy

- Summary
- Subjects
- Metrics

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Country

United Kingdom

Related Organizations

The University of Texas at Austin
United States
University of Leicester
United Kingdom

Keywords

Real options, random walks on lattices, expected present value operators, Stopping times; optimal stopping problems; gambling theory, real options, embedded options, Sums of independent random variables; random walks, expected present value operators, Corporate finance (dividends, real options, etc.), jel: jel:D81, jel: jel:C61, jel: jel:G31, jel: jel:G12

Impact byBIP!

	selected citations These citations are derived from selected sources. This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	17
	popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.	Average
	influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).	Top 10%
	impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.	Average