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Michaela Schnetzer
affiliation not provided to SSRN
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Entry and Exit Decision Problem with Implementation Delay
Journal of Applied Probability, Vol. 45, No. 4, 2008
Number of pages: 26
Posted: 30 Jun 2008
Last Revised: 18 May 2009
Marius Costeniuc
, Michaela Schnetzer and
Luca Taschini
Swiss Re,
affiliation not provided to SSRN
and University of Edinburgh Business School
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Abstract:
Brownian excursion, Implementation Delay, Parisian Option, Optimal Stopping, Wald's Identity
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