Optimal stopping under probability distortion (Q1948688): Difference between revisions

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Property / author: Xun Yu Zhou / rank
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Property / author: Xun Yu Zhou / rank
 
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Latest revision as of 08:53, 30 July 2024

scientific article
Language Label Description Also known as
English
Optimal stopping under probability distortion
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    Optimal stopping under probability distortion (English)
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    24 April 2013
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    optimal stopping
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    probability distortion
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    Choquet expectation
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    probability distribution/quantile function
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    Skorokhod embedding
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    \(S\)-shaped function
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    reverse \(S\)-shaped function
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