Boy Schultz
- On the time consistent solution to optimal stopping problems with expectation constraint
2023/11/09 by Sören Christensen, Christensen, Sören, Maike Klein +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #60G40 #60J70 #91A25 #91B51 #Auction Theory and Applications #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications