On optimal stopping and free boundary problems under ambiguity (Q1643751): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
Import240304020342 (talk | contribs)
Set profile property.
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank

Revision as of 04:10, 5 March 2024

scientific article
Language Label Description Also known as
English
On optimal stopping and free boundary problems under ambiguity
scientific article

    Statements

    On optimal stopping and free boundary problems under ambiguity (English)
    0 references
    0 references
    0 references
    0 references
    20 June 2018
    0 references
    BSDE
    0 references
    \(g\)-expectation
    0 references
    optimal stopping
    0 references
    free boundary problem
    0 references
    ambiguity
    0 references

    Identifiers