Distribution‐constrained optimal stopping (Q5743126)
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scientific article; zbMATH DE number 7052630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distribution‐constrained optimal stopping |
scientific article; zbMATH DE number 7052630 |
Statements
Distribution‐constrained optimal stopping (English)
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8 May 2019
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distribution constraints
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optimal stopping
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optimal control
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robust hedging with a volatility outlook
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state constraints
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