Optimal stopping under probability distortion (Q1948688): Difference between revisions
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Revision as of 05:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping under probability distortion |
scientific article |
Statements
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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