Pages that link to "Item:Q3055873"
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The following pages link to Representations for Optimal Stopping under Dynamic Monetary Utility Functionals (Q3055873):
Displaying 8 items.
- Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- On the controller-stopper problems with controlled jumps (Q2318101) (← links)
- PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
- Discrete-time risk-aware optimal switching with non-adapted costs (Q5084797) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)
