4

Monotone stopping problems and continuous time processes

Albrecht Irle
Journal:
Probability Theory and Related Fields
Year:
1979
Language:
english
File:
PDF, 325 KB
english, 1979
5

Games of stopping with infinite horizon

Albrecht Irle
Journal:
Mathematical Methods of Operations Research
Year:
1995
Language:
english
File:
PDF, 466 KB
english, 1995
6

A bound on the expected overshoot for some concave boundaries

Albrecht Irle, Vladimir Ivanovich Lotov
Journal:
Metrika
Year:
1997
Language:
english
File:
PDF, 279 KB
english, 1997
7

On the properties of a multiple sequential test

Albrecht Irle, Vladimir Lotov
Journal:
Metrika
Year:
2010
Language:
english
File:
PDF, 126 KB
english, 2010
11

Optimal Multiple Stopping with Random Waiting Times

Christensen, Sören, Irle, Albrecht, Jürgens, Stephan
Journal:
Sequential Analysis
Year:
2013
Language:
english
File:
PDF, 205 KB
english, 2013
12

Discussion on “Life and Work of Bhaskar Kumar Ghosh” by Pranab Kumar Sen

Irle, Albrecht
Journal:
Sequential Analysis
Year:
2010
Language:
english
File:
PDF, 47 KB
english, 2010
13

Discussion on “Sequential Estimation for Time Series Models” by T. N. Sriram and Ross Iaci

Irle, Albrecht
Journal:
Sequential Analysis
Year:
2014
Language:
english
File:
PDF, 97 KB
english, 2014
14

On the optimality of the sprt for processes with continuous time parameter

Irle, Albrecht, schmitz, Norbert
Journal:
Series Statistics
Year:
1984
Language:
english
File:
PDF, 2.63 MB
english, 1984
16

American Options with guarantee – A class of two-sided stopping problems

Christensen, Sören, Irle, Albrecht
Journal:
Statistics & Risk Modeling
Year:
2013
Language:
english
File:
PDF, 225 KB
english, 2013
18

Extended Optimality of Sequential Probability Ratio Tests

Albrecht Irle
Journal:
The Annals of Statistics
Year:
1984
Language:
english
File:
PDF, 596 KB
english, 1984
19

Optimal Portfolio Policies under Fixed and Proportional Transaction Costs

Albrecht Irle and Jörn Sass
Journal:
Advances in Applied Probability
Year:
2006
Language:
english
File:
PDF, 2.41 MB
english, 2006
20

Note on the Sign Test in the Presence of Ties

Albrecht Irle and Karl-Heinz Klosener
Journal:
The Annals of Statistics
Year:
1980
Language:
english
File:
PDF, 271 KB
english, 1980
21

Transitivity in Problems of Optimal Stopping

Albrecht Irle
Journal:
The Annals of Probability
Year:
1981
Language:
english
File:
PDF, 602 KB
english, 1981
23

A Forward Algorithm for Solving Optimal Stopping Problems

Albrecht Irle
Journal:
Journal of Applied Probability
Year:
2006
Language:
english
File:
PDF, 814 KB
english, 2006
24

Optimal Strategies for Discovering New Species in Continuous Time

Gerold Alsmeyer and Albrecht Irle
Journal:
Journal of Applied Probability
Year:
1989
Language:
english
File:
PDF, 1.08 MB
english, 1989
25

Convergence of switching diffusions

Christensen, Sören, Irle, Albrecht
Journal:
Stochastic Processes and their Applications
Year:
2015
Language:
english
File:
PDF, 213 KB
english, 2015
29

Transitivity in Problems of Optimal Stopping

Irle, Albrecht
Journal:
The Annals of Probability
Year:
1981
File:
PDF, 647 KB
1981
32

Optimal portfolio policies under fixed and proportional transaction costs

Irle, Albrecht, Sass, Jörn
Journal:
Advances in Applied Probability
Year:
2006
Language:
english
File:
PDF, 237 KB
english, 2006
33

A Forward Algorithm for Solving Optimal Stopping Problems

Irle, Albrecht
Journal:
Journal of Applied Probability
Year:
2006
Language:
english
File:
PDF, 159 KB
english, 2006
36

A general method for finding the optimal threshold in discrete time

Christensen, Sören, Irle, Albrecht
Journal:
Stochastics
Year:
2019
Language:
english
File:
PDF, 1.93 MB
english, 2019