Pages that link to "Item:Q1938957"
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The following pages link to Optimal stopping under ambiguity in continuous time (Q1938957):
Displayed 27 items.
- A Dynkin game under Knightian uncertainty (Q255509) (← links)
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Risk measures for processes and BSDEs (Q486926) (← links)
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- The lower Snell envelope of smooth functions: an optional decomposition (Q1748562) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
- Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
- Robust experimentation in the continuous time bandit problem (Q2150441) (← links)
- Optimal capital structure, ambiguity aversion, and leverage puzzles (Q2246631) (← links)
- A Knightian irreversible investment problem (Q2247720) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Decision-making in incomplete markets with ambiguity—a case study of a gas field acquisition (Q4555179) (← links)
- Anscombe’s model for sequential clinical trials revisited (Q4639224) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- Optimal Learning Under Robustness and Time-Consistency (Q5095142) (← links)
- Fear of the Market or Fear of the Competitor? Ambiguity in a Real Options Game (Q5131549) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- (Q5856511) (← links)
- Distributionally Robust Inventory Control When Demand Is a Martingale (Q5868962) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)