Pages that link to "Item:Q2360243"
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The following pages link to Optimal stopping with random maturity under nonlinear expectations (Q2360243):
Displaying 13 items.
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Solving optimal stopping problems under model uncertainty via empirical dual optimisation (Q2153522) (← links)
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs (Q2296085) (← links)
- Optimal stopping investment with non-smooth utility over an infinite time horizon (Q2423273) (← links)
- (Q4427401) (← links)
- (Q5043554) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Optimal stopping with expectation constraints (Q6126790) (← links)