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"Optimal stopping under g-Expectation with -integrable reward process."

Mun-Chol Kim, Hun O, Ho-Jin Hwang (2023)

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DOI: 10.1017/JPR.2022.35

access: closed

type: Journal Article

metadata version: 2023-02-21

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Mun-Chol Kim, Hun O, Ho-Jin Hwang:
Optimal stopping under g-Expectation with -integrable reward process. J. Appl. Probab. 60(1): 241-252 (2023)

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