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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2504.19741 |
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Table of Contents:
- We study the optimal stopping of an $α$-dimensional Bessel bridge for the payoff $ϕ(x)=x^n$, where $α,n>0$. As a special case we consider the Brownian excursion with the identity function as the payoff ($α=3,n=1$). For the Brownian excursion we can give an explicit solution but in the general case we provide a complete solution via a power series expansion.