STOPPING RULES FOR SELLING BONDS

被引：21

作者：

BOYCE, WM ^{[1
]}

机构：

[1] BELL TEL LABS INC,MATH RES CTR,MURRAY HILLS,NJ

来源：

BELL JOURNAL OF ECONOMICS | 1970年 / 1卷 / 01期

关键词：

D O I：

10.2307/3003021

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：27 / 53

页数：27

共 7 条

[1]

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[2]

Bachelier L., 1964, RANDOM CHARACTER STO

[3]

BOYCE WM, 1964, APPLIED COMBINATORIA

[4]

Feller W., 1957, INTRO PROBABILITY TH, V1

[5] SPECTRAL-ANALYSIS OF NEW-YORK STOCK-MARKET PRICES [J].

GRANGER, CWJ ;

MORGENSTERN, O .

[6] EXPLICIT SOLUTIONS TO SOME PROBLEMS OF OPTIMAL STOPPING [J].

SHEPP, LA .

ANNALS OF MATHEMATICAL STATISTICS, 1969, 40 (03) :993-&

[7] A FIRST PASSAGE PROBLEM FOR WIENER PROCESS [J].

SHEPP, LA .

ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06) :1912-&