Leopold Sögner

Publication Activity (10 Years)

Years Active: 2002-2017
Publications (10 Years): 2

Top Topics

Stochastic Processes

Optimal Stopping

Top Venues

J. Appl. Probab.

Math. Soc. Sci.

Publications

Martin Meier, Leopold Sögner
A new strategy for Robbins' problem of optimal stopping. J. Appl. Probab. 54 (1) (2017)
Leopold Sögner
Learning, convergence and economic constraints. Math. Soc. Sci. 75 (2015)
Manfred Frühwirth, Paul Schneider, Leopold Sögner
Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions. OR (2005)
Sylvia Frühwirth-Schnatter, Leopold Sögner
Bayesian Estimation of the Heston Stochastic Volatility Model. OR (2002)