Optimal stopping under model ambiguity: A time‐consistent equilibrium approach
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Publication:6054370
DOI10.1111/mafi.12312zbMath1530.91599arXiv1906.01232OpenAlexW3125965162MaRDI QIDQ6054370
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Publication date: 28 September 2023
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1906.01232
optimal stoppingtime inconsistencymodel ambiguityambiguity attitudereal options valuationequilibrium stopping policiesgeneralized measurable projection theorem
Stopping times; optimal stopping problems; gambling theory (60G40) Corporate finance (dividends, real options, etc.) (91G50)
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