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Optimal stopping for dynamic convex risk measures - MaRDI portal

Optimal stopping for dynamic convex risk measures (Q1928868)

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Optimal stopping for dynamic convex risk measures
scientific article

    Statements

    title
    Optimal stopping for dynamic convex risk measures (English)
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    author
    Erhan Bayraktar
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    Song Yao
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    Ioannis Karatzas
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    publication date
    4 January 2013
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60H30
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    91A15
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    zbMATH DE Number
    6122085
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    arXiv ID
    0909.4948
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