Optimal stopping for non-linear expectations. II (Q550130)
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scientific article; zbMATH DE number 5918958
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Optimal stopping for non-linear expectations. II |
scientific article; zbMATH DE number 5918958 |
Statements
Optimal stopping for non-linear expectations. II (English)
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8 July 2011
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non-linear 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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0.98178756
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0.9627422
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0.9351274
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0.9338182
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0.9327718
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0.93201804
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0.92476106
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0.9226169
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