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Preprint 17035


Optimal Stopping with $f$-Expectations: the Irregular Case

Authors: Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez Projects: C3
Published: Stochastic Processes and their Applications 130 (2020), 1258–1288
Submission Date: 06.12.2017 Submitter: Giorgio Ferrari
Download: PDF
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