On optimal stopping and free boundary problems under ambiguity (Q1643751): Difference between revisions
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Revision as of 12:00, 1 March 2024
scientific article
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English | On optimal stopping and free boundary problems under ambiguity |
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On optimal stopping and free boundary problems under ambiguity (English)
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20 June 2018
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BSDE
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\(g\)-expectation
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optimal stopping
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free boundary problem
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ambiguity
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