Yao, Yi-Ching
- One-sided solutions for optimal stopping problems with logconcave reward functions
2017/10/12 by Yi-Shen Lin, Lin, Yi-Shen, Yi‐Ching Yao +1 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #60J10 #60J65 #Economic theories and models #FOS: Mathematics #Primary 60G40 #Probability (math.PR) #Risk and Portfolio Optimization #Secondary 62L15 #Stochastic processes and financial applications