On optimal stopping and free boundary problems under ambiguity (Q1643751)
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scientific article; zbMATH DE number 6892206
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| English | On optimal stopping and free boundary problems under ambiguity |
scientific article; zbMATH DE number 6892206 |
Statements
On optimal stopping and free boundary problems under ambiguity (English)
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20 June 2018
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BSDE
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\(g\)-expectation
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optimal stopping
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free boundary problem
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ambiguity
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