Pages that link to "Item:Q887103"

The following pages link to Optimal stopping for dynamic risk measures with jumps and obstacle problems (Q887103):

Displaying 9 items.

• Dynamic optimality in optimal variance stopping problems (Q722667) (← links)
• Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps (Q740194) (← links)
• Optimal stopping in mean field games, an obstacle problem approach (Q1622538) (← links)
• Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
• Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
• Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach (Q2804564) (← links)
• A weak dynamic programming principle for combined optimal stopping/stochastic control with \({\mathcal E}^{f}\)-expectations (Q2818213) (← links)
• American options in an imperfect complete market with default (Q4615505) (← links)
• 𝕃^<i>p</i> solutions of reflected backward stochastic differential equations with jumps (Q5140349) (← links)