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Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''. - MaRDI portal

Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''. (Q2013583)

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scientific article; zbMATH DE number 6758696
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Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''.
scientific article; zbMATH DE number 6758696

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    Addendum to: ``Optimal stopping under model uncertainty: randomized stopping times approach''. (English)
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    8 August 2017
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    optimized certainty equivalents
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    optimal stopping
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    primal representation
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    additive dual representation
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    randomized stopping times
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    thin sets
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