Pages that link to "Item:Q2153522"

The following pages link to Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522):

Displaying 9 items.

• Optimal stopping under model uncertainty: randomized stopping times approach (Q292928) (← links)
• Solving optimal stopping problems via empirical dual optimization (Q373842) (← links)
• A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
• Optimal stopping via pathwise dual empirical maximisation (Q2422357) (← links)
• A dual algorithm for stochastic control problems: applications to uncertain volatility models and CVA (Q2808183) (← links)
• Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
• From optimal martingales to randomized dual optimal stopping (Q6053122) (← links)
• Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
• Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)