On the Robust Optimal Stopping Problem (Q5173275)
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scientific article; zbMATH DE number 6399496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Robust Optimal Stopping Problem |
scientific article; zbMATH DE number 6399496 |
Statements
On the Robust Optimal Stopping Problem (English)
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9 February 2015
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robust optimal stopping
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zero-sum game
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volatility uncertainty
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dynamic programming principle
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Snell envelope
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nonlinear expectation
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weak stability
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path-dependent stochastic differential equations
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