Optimal stopping for dynamic risk measures with jumps and obstacle problems

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Publication:887103

DOI10.1007/S10957-014-0635-2zbMath1327.93412arXiv1404.4600OpenAlexW1963661842MaRDI QIDQ887103

Roxana Dumitrescu, Agnès Sulem, Marie-Claire Quenez

Publication date: 28 October 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.4600




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