Optimal stopping with \(f\)-expectations: the irregular case (Q2301478): Difference between revisions

@@ Property / author @@
-Youssef Ouknine
@@ Property / author: Youssef Ouknine / rank @@
-Normal rank
@@ Property / author @@
-Marie-Claire Quenez
@@ Property / author: Marie-Claire Quenez / rank @@
-Normal rank
@@ Property / author @@
+Youssef Ouknine
@@ Property / author: Youssef Ouknine / rank @@
+Normal rank
@@ Property / author @@
+Marie-Claire Quenez
@@ Property / author: Marie-Claire Quenez / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2559079138
@@ Property / OpenAlex ID: W2559079138 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.09179
@@ Property / arXiv ID: 1611.09179 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping for dynamic convex risk measures
@@ Property / cites work: Optimal stopping for dynamic convex risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stopping for non-linear expectations. I
@@ Property / cites work: Optimal stopping for non-linear expectations. I / rank @@
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+A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems
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+Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
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+Q3915688
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+Generalized Dynkin games and doubly reflected BSDEs with jumps
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+Game Options in an Imperfect Market with Default
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+Mixed generalized Dynkin game and stochastic control in a Markovian framework
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+American options in an imperfect complete market with default
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Reflected backward stochastic differential equation with jumps and RCLL obstacle
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+OPTIONAL MARTINGALES
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+Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
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+Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case
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+Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs
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+Reflected BSDE's with discontinuous barrier and application
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+Reflected Backward SDEs with General Jumps
@@ Property / cites work: Reflected Backward SDEs with General Jumps / rank @@
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+Calcul stochastique et problèmes de martingales
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+Reflected BSDEs with regulated trajectories
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+Optimal stopping time problem in a general framework
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+Dynkin games in a general framework
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+Q3862800
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+Q4153409
@@ Property / cites work: Q4153409 / rank @@
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@@ Property / cites work @@
+Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
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@@ links / mardi / name / links / mardi / name @@
+Publication:2301478