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An Optimal Stopping Problem in a Diffusion-Type Model with Delay
We present an explicit solution to an optimal stopping problem in a model described by a stochastic delay differential equation with an exponential delay measure. The method of proof is based on reducing the initial problem ...
Don’t aim too high: the potential costs of high aspirations
The higher our aspirations, the higher the probability that we have to adjust them downwards when forming more realistic expectations later on. This paper shows that the costs induced by high aspirations are not trivial. ...
MD*Book and XQC/XQS
an Architecture for Reproducible Research
Statistical software has also become an important part of scientific research that is reflected in the publications of the research results. Publishing a mathematical theorem requires also the publication of the proof of ...