Optimal Stopping Under Probability Distortions (Q5359121)
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scientific article; zbMATH DE number 6778854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping Under Probability Distortions |
scientific article; zbMATH DE number 6778854 |
Statements
Optimal Stopping Under Probability Distortions (English)
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22 September 2017
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coherent risk measures
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average value-at-risk
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optimal stopping
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time-consistency
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