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This article is cited in 2 scientific papers (total in 2 papers)
Short Communications
On an optimal stopping problem of an insider
E. Bayraktara, Zh. Zhoub
a University of Michigan
b University of Minnesota, Department of Mathematics
| Funding Agency |
Grant Number |
National Science Foundation  |
DMS 0955463 |
| This research was supported in part by the National Science Foundation under grants DMS 0955463. |
DOI:
https://doi.org/10.4213/tvp5050
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Theory of Probability and its Applications, 2017, 61:1, 129–133
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Received: 18.08.2014
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Citation:
E. Bayraktar, Zh. Zhou, “On an optimal stopping problem of an insider”, Teor. Veroyatnost. i Primenen., 61:1 (2016), 181–186; Theory Probab. Appl., 61:1 (2017), 129–133
Citation in format AMSBIB
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http://mi.mathnet.ru/eng/tvp5050https://doi.org/10.4213/tvp5050 http://mi.mathnet.ru/eng/tvp/v61/i1/p181
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Ph. A. Ernst, L. C. G. Rogers, Q. Zhou, “The value of foresight”, Stoch. Process. Their Appl., 127:12 (2017), 3913–3927
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Saporito Yu.F., Zhang J., “Stochastic Control With Delayed Information and Related Nonlinear Master Equation”, SIAM J. Control Optim., 57:1 (2019), 693–717
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