Optimal Stopping Under Ambiguity in Continuous Time
Year of publication: |
2010-04
|
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Authors: | Cheng, Xue ; Riedel, Frank |
Institutions: | Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld |
Subject: | Optimal Stopping | Ambiguity | Uncertainty Aversion | Robustness | Continuous-Time | Optimal Control |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 429 54 pages |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: |
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Optimal stopping under ambiguity in continuous time
Riedel, Frank, (2010)
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Optimal stopping under ambiguity
Riedel, Frank, (2007)
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Optimal stopping under ambiguity
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The Strategic Use of Ambiguity
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Förster, Manuel, (2011)
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