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On expected utility in optimal stopping of diffusions - MaRDI portal

On expected utility in optimal stopping of diffusions (Q2661572)

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On expected utility in optimal stopping of diffusions
scientific article

    Statements

    title
    On expected utility in optimal stopping of diffusions (English)
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    author
    Jetlir Duraj
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    publication date
    7 April 2021
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    zbMATH Keywords
    dynamic consistency
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    optimal stopping
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    diffusions
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    expected utility
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    Identifiers

    zbMATH DE Number
    7331210
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    OpenAlex ID
    W3092841098
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