Pages that link to "Item:Q1949682"
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The following pages link to Optimal stopping under \(g\)-expectation with constraints (Q1949682):
Displaying 6 items.
- A verification theorem for optimal stopping problems with expectation constraints (Q1734287) (← links)
- Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
- HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING (Q3446059) (← links)
- (Q3675367) (← links)
- Optimal stopping under g-Expectation with -integrable reward process (Q5880995) (← links)
- Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)