Optimal stopping times with different information levels and with time uncertainty (Q4925761)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6174828
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal stopping times with different information levels and with time uncertainty |
scientific article; zbMATH DE number 6174828 |
Statements
12 June 2013
0 references
optimal stopping
0 references
uncertainty aversion
0 references
dynamic variational preferences
0 references
dynamic convex risk measures
0 references
dynamic penalty
0 references
time consistency
0 references
multiplier preferences
0 references
entropic risk
0 references
average value at risk
0 references
0.8014265298843384
0 references
0.8011103868484497
0 references
0.7852672338485718
0 references
0.7846868634223938
0 references
0.7792562246322632
0 references
