Rate of Convergence, Relation Between the Arcsine Law and P(τ≤n) in the Optimal Stopping Problem For S_n/n

Abstract

Keywords: Optimal stopping time, backward induction, the Fatou – Lebesgue`s theorem. Symmetric Bernoulliˋs distribution, the arcsine law

DOI: https://doi.org/10.37745/ejsp.2013/vol10no1pp.1-10

Pages: 1-10 (Download PDF)

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