Mathematics for Economists
greg delong
(Greg DeLong)
2019-08-06 00:52:35 UTC
#1
Optimal stopping
Let
S$fxjxh(x)g$
xjxE(max 1 +(xr,ξT))
Obviously
E(max(x,ξT))=xF(x)+
Z∞
x
wdF(w).
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