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"Representations for Optimal Stopping under Dynamic Monetary Utility ..."

Volker Krätschmer, John Schoenmakers (2010)

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DOI: 10.1137/090775841

access: closed

type: Journal Article

metadata version: 2017-05-17

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Volker Krätschmer, John Schoenmakers:
Representations for Optimal Stopping under Dynamic Monetary Utility Functionals. SIAM J. Financial Math. 1(1): 811-832 (2010)

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