Optimal stopping under model uncertainty and the regularity of lower Snell envelopes (Q2869977): Difference between revisions

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+https://doi.org/10.1080/14697688.2010.488653
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+W1972984900
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+Temps d'arrÊt optimal, théorie générale des processus et processus de Markov
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+Stochastic process measurability conditions
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+Recursive multiple-priors.
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+Optional decompositions under constraints
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+Convex risk measures and the dynamics of their penalty functions
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+Maxmin expected utility with non-unique prior
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+On the pricing of American options
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+Hedging American contingent claims with constrained portfolios
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+Optimal Stopping With Multiple Priors
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+Publication:2869977