Optimal stopping under probability distortions

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Bibliographische Detailangaben
Veröffentlicht in:Mathematics of operations research
1. Verfasser: Belomestny, Denis (VerfasserIn)
Weitere Verfasser: Krätschmer, Volker (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: August 2017
Schlagworte:
coherent risk measures > average value-at-risk > optimal stopping > time-consistency > Aufsatz in Zeitschrift
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