DOI

We show that the optimal stopping time in the full-information optimal stopping problem of N independent identically distributed random variables has the asymptotic properties bf EtauN3, bf DtauN/18.
Original languageEnglish
Pages (from-to)549-555
Number of pages7
JournalTheory of Probability Its Applications
Volume48
Issue number3
DOIs
StatePublished - 2004

ID: 134300991