On Minimax Duality in Optimal Stopping (Q4931852)
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scientific article; zbMATH DE number 5794016
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Minimax Duality in Optimal Stopping |
scientific article; zbMATH DE number 5794016 |
Statements
On Minimax Duality in Optimal Stopping (English)
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1 October 2010
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Jamshidian's multiplicative minimax duality
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martingale approach of Beibel and Lerche
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optimal stopping
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Snell envelope
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