Mathematics for Economists
greg delong
(Greg DeLong)
2019-08-06 00:52:35 UTC
#1
Optimal stopping
Let
Vn$ Xn
( 1 +r)T n
then
VT = maxnTξn,
Vn = max
maxknξk,E(Vn 1 ++^1 rj Fn)
.
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