Pages that link to "Item:Q887103"
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The following pages link to Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103):
Displaying 6 items.
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach (Q2804564) (← links)
- A Weak Dynamic Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations (Q2818213) (← links)
- American options in an imperfect complete market with default (Q4615505) (← links)
- 𝕃<sup><i>p</i></sup> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)
