optimal stopping
Sign in to saveAlso known as optimal stopping problem, early stopping
class of mathematical problems concerned with choosing an optimal time to take a particular action
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Black–Scholes model
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stopping time
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mathematics
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economics
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statistics
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International Standard Book Number
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digital object identifier
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International Standard Serial Number
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Brownian motion
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JSTOR
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financial market
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option
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mathematical optimization
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operations research
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Markov chain
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stochastic process
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open set
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mathematical finance
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dynamic programming
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Bernoulli distribution
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