From optimal stopping boundaries to Rost's reversed barriers and the Skorokhod embedding (2015)
Attributed to:
Optimal Prediction in Local Electricity Markets
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1505.02724
Publication URI: https://arxiv.org/abs/1505.02724
Type: Preprint