Optimal stopping under ambiguity in continuous time
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Publication:1938957
DOI10.1007/s11579-012-0081-6zbMath1272.60020OpenAlexW1519485324MaRDI QIDQ1938957
Publication date: 26 February 2013
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://pub.uni-bielefeld.de/record/1943934
Stopping times; optimal stopping problems; gambling theory (60G40) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20)
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