Narrow search
Showing 1 - 3 of 3
Cover Image
Optimal stopping under uncertainty in drift and jump intensity
Krätschmer, Volker; Ladkau, Marcel; Laeven, Roger J. A.; … - In: Mathematics of operations research 43 (2018) 4, pp. 1177-1209
Persistent link: https://www.econbiz.de/10011956978
Cover Image
Optimal stopping under probability distortions
Belomestny, Denis; Krätschmer, Volker - In: Mathematics of operations research 42 (2017) 3, pp. 806-833
Persistent link: https://www.econbiz.de/10011742531
Cover Image
Solving optimal stopping problems via randomization and empirical dual optimization
Belomestny, Denis; Bender, Christian; Schoenmakers, John - In: Mathematics of operations research 48 (2023) 3, pp. 1454-1480
Persistent link: https://www.econbiz.de/10014329294