On Minimax Duality in Optimal Stopping (Q4931852)

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scientific article; zbMATH DE number 5794016
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On Minimax Duality in Optimal Stopping
scientific article; zbMATH DE number 5794016

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    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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