Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time
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Publication:6641081
DOI10.1111/mafi.12428MaRDI QIDQ6641081
Publication date: 20 November 2024
Published in: Mathematical Finance (Search for Journal in Brave)
existence and uniquenessalmost strong equilibriafinite horizon in continuous timemild/weak/strong equilibriatime-inconsistent stopping problems
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20)
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