Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes (Q4464389)
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scientific article; zbMATH DE number 2067813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes |
scientific article; zbMATH DE number 2067813 |
Statements
Stochastic variational inequalities and optimal stopping: applications to the robustness of the portfolio/consumption processes (English)
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27 May 2004
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Snell envelopes
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stochastic variational inequalities
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a priori estimates
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American contingent claims
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robustness
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portfolio/consumption processes
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