Pages that link to "Item:Q5359121"
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The following pages link to Optimal Stopping Under Probability Distortions (Q5359121):
Displaying 15 items.
- Characterisation of optimal dual measures via distortion (Q882491) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Computation of distorted probabilities for diffusion processes via stochastic control methods. (Q1584581) (← links)
- Probability weighting, stop-loss and the disposition effect (Q1622455) (← links)
- Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces (Q1709606) (← links)
- Minimax theorems for American options without time-consistency (Q1711726) (← links)
- Behaviorally consistent optimal stopping rules (Q2277349) (← links)
- Optimal stopping in a shock model (Q2785396) (← links)
- Optimality of myopic stopping times for geometric discounting (Q3790396) (← links)
- Utility Maximization with Discretionary Stopping (Q4507457) (← links)
- Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping (Q5106377) (← links)
- General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion (Q5109991) (← links)
- Optimal Stopping Under Uncertainty in Drift and Jump Intensity (Q5219694) (← links)
- Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719) (← links)
- Never stop or never start? Optimal stopping under a mixture of CPT and EUT preferences (Q6664587) (← links)
