Optimal stopping for non-linear expectations. II (Q550130)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal stopping for non-linear expectations. II |
scientific article |
Statements
Optimal stopping for non-linear expectations. II (English)
0 references
8 July 2011
0 references
non-linear expectations
0 references
optimal stopping
0 references
snell envelope
0 references
stability
0 references
\(g\)-expectations
0 references
0 references
0 references
0 references