Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case (Q4971977)
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scientific article; zbMATH DE number 7135134
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case |
scientific article; zbMATH DE number 7135134 |
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Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case (English)
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22 November 2019
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time inconsistency
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optimal stopping
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liquidation strategy
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mean-variance problem
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subgame perfect Nash equilibrium
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