The problem of optimal stopping via \(g\)-expectations (Q5453070)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The problem of optimal stopping via g-expectations |
scientific article; zbMATH DE number 5259920
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The problem of optimal stopping via \(g\)-expectations |
scientific article; zbMATH DE number 5259920 |
Statements
4 April 2008
0 references
backward stochastic differential equation
0 references
\(g\)-expectations
0 references
optimal stopping
0 references
snell envelope
0 references
0.8740344047546387
0 references
0.8582934141159058
0 references
0.8553221821784973
0 references
0.8517217040061951
0 references
0.8488617539405823
0 references
