Optimal stopping under ambiguity
Year of publication: |
2007
|
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Authors: | Riedel, Frank |
Publisher: |
Bielefeld : Bielefeld University, Institute of Mathematical Economics (IMW) |
Subject: | Entscheidung bei Unsicherheit | Suchtheorie | Risikoaversion | Optionspreistheorie | Theorie | Optimal stopping | Ambiguity | Uncertainty aversion |
Series: | Working Papers ; 390 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 572379609 [GVK] hdl:10419/43837 [Handle] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: |
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