Upper and lower bounds of optimal stopping for a random sequence: the case of finite horizon (Q2290390): Difference between revisions

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+Stochastic finance. An introduction in discrete time
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+Superhedging of American options on an incomplete market with discrete time and finite horizon
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+Extremal measures and hedging in American options
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+Optimal Stopping With Multiple Priors
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+Optimal stopping for non-linear expectations. I
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+Optimal stopping for non-linear expectations. II
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