Optimal stopping under model uncertainty: randomized stopping times approach. Belomestny, D. & Krätschmer, V. Ann. Appl. Probab., 26(2):1260–1295, 2016.
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Paper doi bibtex 2 downloads
Paper doi bibtex 2 downloads @article {MR3476637,
AUTHOR = {Belomestny, Denis and Kr\"{a}tschmer, Volker},
TITLE = {Optimal stopping under model uncertainty: randomized stopping
times approach},
JOURNAL = {Ann. Appl. Probab.},
FJOURNAL = {The Annals of Applied Probability},
VOLUME = {26},
YEAR = {2016},
NUMBER = {2},
PAGES = {1260--1295},
ISSN = {1050-5164},
MRCLASS = {60G40 (91G80)},
MRNUMBER = {3476637},
DOI = {10.1214/15-AAP1116},
URL = {https://doi.org/10.1214/15-AAP1116},
}Downloads: 2
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