Semimartingale properties of the lower Snell envelope in optimal stopping under model uncertainty (Q519744)
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scientific article; zbMATH DE number 6701250
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale properties of the lower Snell envelope in optimal stopping under model uncertainty |
scientific article; zbMATH DE number 6701250 |
Statements
Semimartingale properties of the lower Snell envelope in optimal stopping under model uncertainty (English)
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5 April 2017
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model uncertainty
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optimal stopping
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robustness
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semimartingales
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Snell envelopes
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