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The Wiener Sequential Testing Problem with Finite Horizon

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References

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2011On the sequential testing problem for some diffusion processes31 cited
2012GAME CALL OPTIONS REVISITED25 cited
2006Discounted optimal stopping for maxima in diffusion models with finite horizon21 cited
2012Finite Horizon Decision Timing with Partially Observable Poisson Processes19 cited
2021Detecting the presence of a random drift in Brownian motion5 cited

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