Optimal stopping under ambiguity in continuous time
type: Item
instance of: scholarly article
title: Optimal stopping under ambiguity in continuous time
zbMATH Open document ID: 1272.60020
author: Xue Cheng
author: Frank Riedel
published in: Mathematics and Financial Economics
publication date: 2013-02-26T00:00:00Z
full work available at URL: https://pub.uni-bielefeld.de/record/1943934
Mathematics Subject Classification ID: 60G40
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6139046
zbMATH Keywords: optimal stopping
zbMATH Keywords: ambiguity
zbMATH Keywords: uncertainty aversion
zbMATH Keywords: robustness
zbMATH Keywords: continuous-time
zbMATH Keywords: optimal control
MaRDI profile type: Publication
OpenAlex ID: W1519485324
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DOI: 10.1007/S11579-012-0081-6
description: scientific article; zbMATH DE number 6139046