Optimal stopping with <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si10.svg"><mml:mi mathvariant="script">f</mml:mi></mml:math>-expectations: The irregular case - Concepedia

Concepedia

Publication | Open Access

Optimal stopping with <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e20" altimg="si10.svg"><mml:mi mathvariant="script">f</mml:mi></mml:math>-expectations: The irregular case

DOI Full Paper Access

42

Citations

15

References

2019

Year

Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez

Stochastic Processes and their Applications

Numerical AnalysisMath XmlnsMi Mathvariant=EngineeringStochastic OptimizationProbability TheoryComputer ScienceIrregular Case

References

	Year	Citations

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