Optimal stopping for non-linear expectations. I (Q550129)
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scientific article; zbMATH DE number 5918957
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| English | Optimal stopping for non-linear expectations. I |
scientific article; zbMATH DE number 5918957 |
Statements
Optimal stopping for non-linear expectations. I (English)
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8 July 2011
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nonlinear expectations
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optimal stopping
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Snell envelope
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stability
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\(g\)-expectations
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0.9520776867866516
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0.8727417588233948
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0.857502818107605
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0.8553221821784973
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0.8423665761947632
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