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"Time Consistent Stopping for the Mean-Standard Deviation Problem - The ..."

Erhan Bayraktar, Jingjie Zhang, Zhou Zhou (2019)

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DOI: 10.1137/18M1216432

access: closed

type: Journal Article

metadata version: 2024-02-15

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Erhan Bayraktar, Jingjie Zhang, Zhou Zhou:
Time Consistent Stopping for the Mean-Standard Deviation Problem - The Discrete Time Case. SIAM J. Financial Math. 10(3): 667-697 (2019)

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