Optimal stopping with \(f\)-expectations: the irregular case

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Publication:2301478

DOI10.1016/j.spa.2019.05.001zbMath1471.60055arXiv1611.09179OpenAlexW2559079138MaRDI QIDQ2301478

Peter Imkeller, Miryana Grigorova, Marie-Claire Quenez, Youssef Ouknine

Publication date: 24 February 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.09179




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