منابع مشابه
Optimal Stopping under Model Uncertainty
Optimal Stopping under Model Uncertainty Ingrid-Mona Zamfirescu The aim of this paper is to extend the theory of optimal stopping to cases in which there is model-uncertainty. This means that we are given a set of possible models in the form of a family P of probability measures, equivalent to a reference probability measure Q on a given measurable space (Ω,F). We are also given a filtration F ...
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ژورنال
عنوان ژورنال: The Annals of Applied Probability
سال: 2011
ISSN: 1050-5164
DOI: 10.1214/10-aap755