Supplementary Materials: Optimal Exit Time from Casino Gambling: Strategies of Pre-Committed and Naive Gamblers

30 Pages Posted: 3 Nov 2015 Last revised: 28 Mar 2019

See all articles by Xue Dong He

Xue Dong He

The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management

Sang Hu

The Chinese University of Hong Kong, Shenzhen

Jan Obłój

University of Oxford - Mathematical Institute; University of Oxford - Oxford-Man Institute of Quantitative Finance; University of Oxford - Saint John's College

Xun Yu Zhou

Columbia University - Department of Industrial Engineering and Operations Research (IEOR)

Date Written: March 22, 2019

Abstract

This document contains supplementary materials to "Optimal Exit Time from Casino Gambling: Strategies of Pre-committed and Naive Gamblers" by X.D. He, S. Hu, J. Obloj, and X.Y. Zhou.

The paper to which these supplementary materials apply will appear in the SIAM Journal on Control and Optimization and is available at the following URL: http://ssrn.com/abstract=2684043.

Suggested Citation

He, Xue Dong and Hu, Sang and Obloj, Jan K. and Zhou, Xunyu, Supplementary Materials: Optimal Exit Time from Casino Gambling: Strategies of Pre-Committed and Naive Gamblers (March 22, 2019). Available at SSRN: https://ssrn.com/abstract=2682637 or http://dx.doi.org/10.2139/ssrn.2682637

Xue Dong He (Contact Author)

The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management ( email )

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Sang Hu

The Chinese University of Hong Kong, Shenzhen ( email )

Shenzhen
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Jan K. Obloj

University of Oxford - Mathematical Institute ( email )

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University of Oxford - Oxford-Man Institute of Quantitative Finance ( email )

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University of Oxford - Saint John's College ( email )

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Xunyu Zhou

Columbia University - Department of Industrial Engineering and Operations Research (IEOR) ( email )

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