Optimal stopping under probability distortions. Belomestny, D. & Krätschmer, V. Math. Oper. Res., 42(3):806–833, 2017. Paper doi bibtex @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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