Albrecht Irle
Identifiers
- name variant Albrecht Irle 0.60 · backfill
Papers (6)
- A General Method for Finding the Optimal Threshold in Discrete Time math.PR · 2017 · author #2
- The Monotone Case Approach for the Solution of Certain Multidimensional Optimal Stopping Problems math.PR · 2017 · author #2
- Optimal portfolio selection under vanishing fixed transaction costs q-fin.PM · 2016 · author #2
- Classification error in multiclass discrimination from Markov data stat.ML · 2015 · author #2
- Convergence of switching diffusions math.PR · 2014 · author #2
- Optimal multiple stopping with random waiting times q-fin.PR · 2012 · author #2
Mentions
- 1509.06673 #2 · backfill · confidence 0.70 Albrecht Irle
- 1403.0705 #2 · backfill · confidence 0.70 Albrecht Irle
- 1205.1966 #2 · backfill · confidence 0.70 Albrecht Irle
Frequent Coauthors
- S\"oren Christensen 6 shared papers
- Andreas Ludwig 1 shared papers
- Lars Willert 1 shared papers
- Stephan J\"urgens 1 shared papers