@article {MR3685267,
    AUTHOR = {Belomestny, Denis and Kr\"{a}tschmer, Volker},
     TITLE = {Optimal stopping under probability distortions},
   JOURNAL = {Math. Oper. Res.},
  FJOURNAL = {Mathematics of Operations Research},
    VOLUME = {42},
      YEAR = {2017},
    NUMBER = {3},
     PAGES = {806--833},
      ISSN = {0364-765X},
   MRCLASS = {60G40 (62P05 91B06)},
  MRNUMBER = {3685267},
       DOI = {10.1287/moor.2016.0828},
       URL = {https://doi.org/10.1287/moor.2016.0828},
}

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