Optimal stopping for non-linear expectations. II (Q550130): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2010.10.002 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2010.10.002 / rank | |||
Normal rank | |||
Latest revision as of 21:13, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping for non-linear expectations. II |
scientific article |
Statements
Optimal stopping for non-linear expectations. II (English)
0 references
8 July 2011
0 references
non-linear expectations
0 references
optimal stopping
0 references
snell envelope
0 references
stability
0 references
\(g\)-expectations
0 references
0 references
0 references
0 references
