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"Optimal Stopping Under Probability Distortions."

Denis Belomestny, Volker Krätschmer (2017)

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DOI: 10.1287/MOOR.2016.0828

access: closed

type: Journal Article

metadata version: 2019-10-19

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  - https://dblp.org/rec/journals/mor/BelomestnyK17
Denis Belomestny, Volker Krätschmer:
Optimal Stopping Under Probability Distortions. Math. Oper. Res. 42(3): 806-833 (2017)

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