On the strict value of the non-linear optimal stopping problem (Q2201525)
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scientific article; zbMATH DE number 7252769
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| English | On the strict value of the non-linear optimal stopping problem |
scientific article; zbMATH DE number 7252769 |
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On the strict value of the non-linear optimal stopping problem (English)
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29 September 2020
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optimal stopping
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non-linear expectation
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strict value process
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general filtration
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irregular payoff
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strong \(\mathcal{E}^f \)-supermartingale
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0.9253409
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0.9226169
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0.9199435
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0.9164754
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0.9157778
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0.9114245
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0.9110271
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0.90619844
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