Abstract
In this work, we consider optimal stopping problems with conditional convex risk measures of the form
Citation
Denis Belomestny. Volker Krätschmer. "Optimal stopping under model uncertainty: Randomized stopping times approach." Ann. Appl. Probab. 26 (2) 1260 - 1295, April 2016. https://doi.org/10.1214/15-AAP1116
Information