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20132024
most citedTime Consistent Stopping For The Mean-Standard Deviation Problem --- The Discrete Time Case

3 citations · 4 across the 3 of their papers we have counts for

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math.PR2013

On an Optimal Stopping Problem of an Insider

Erhan Bayraktar, Zhou Zhou

We consider the optimal stopping problem $v^{(\eps)}:=\sup_{τ\in\mathcal{T}_{0,T}}\mathbb{E}B_{(τ-\eps)^+}$ posed by Shiryaev at the International Conference on Advanced Stochastic…