Optimal stopping: Bermudan strategies meet non-linear evaluations (Q6595719)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal stopping: Bermudan strategies meet non-linear evaluations |
scientific article; zbMATH DE number 7904064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping: Bermudan strategies meet non-linear evaluations |
scientific article; zbMATH DE number 7904064 |
Statements
Optimal stopping: Bermudan strategies meet non-linear evaluations (English)
0 references
30 August 2024
0 references
Bermudan stopping strategy
0 references
Bermudan strategy
0 references
dynamic programming principle
0 references
dynamic risk measure
0 references
\(g\)-expectation
0 references
non-linear evaluation
0 references
non-linear operator
0 references
non-linear Snell envelope family
0 references
optimal stopping
0 references
0 references
0 references
0 references
