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"Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems."

Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem (2015)

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DOI: 10.1007/S10957-014-0635-2

access: closed

type: Journal Article

metadata version: 2020-04-07

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  - https://dblp.org/rec/journals/jota/DumitrescuQS15
Roxana Dumitrescu, Marie Claire Quenez, Agnès Sulem:
Optimal Stopping for Dynamic Risk Measures with Jumps and Obstacle Problems. J. Optim. Theory Appl. 167(1): 219-242 (2015)

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