Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772): Difference between revisions
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Latest revision as of 12:21, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump |
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Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (English)
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23 May 2016
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optimal stopping
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backward stochastic differential equations
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randomized stopping
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