Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370)
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scientific article; zbMATH DE number 7743026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping under model ambiguity: A time‐consistent equilibrium approach |
scientific article; zbMATH DE number 7743026 |
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Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (English)
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28 September 2023
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ambiguity attitude
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equilibrium stopping policies
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generalized measurable projection theorem
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model ambiguity
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optimal stopping
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real options valuation
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time inconsistency
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