The Wiener disorder problem with finite horizon

By Pavel V. Gapeev, Goran Peskir. 2006

66 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/3156151b03740b60c99e95edbd4b7dcd3c379141

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Albert N. Shiryaev
2. Pavel V. Gapeev

Citations in the corpus

• Bayesian Quickest Detection Problems for Some Diffusion Processes (2010, methodology): “A finite time horizon version of the Wiener disorder problem was studied in [10].”