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Optimal stopping under model ambiguity : A time‐consistent equilibrium approach
Huang, Yu‐Jui; Yu, Xiang - In: Mathematical Finance 31 (2021) 3, pp. 979-1012
Persistent link: https://www.econbiz.de/10012538291
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Asymptotics for small nonlinear price impact : A PDE approach to the multidimensional case
Bayraktar, Erhan; Cayé, Thomas; Ekren, Ibrahim - In: Mathematical Finance 31 (2020) 1, pp. 36-108
Persistent link: https://www.econbiz.de/10012283210
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Distribution‐constrained optimal stopping
Bayraktar, Erhan; Miller, Christopher W. - In: Mathematical Finance 29 (2018) 1, pp. 368-406
Persistent link: https://www.econbiz.de/10012095143
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Equilibrium concepts for time‐inconsistent stopping problems in continuous time
Bayraktar, Erhan; Zhang, Jingjie; Zhou, Zhou - In: Mathematical Finance 31 (2020) 1, pp. 508-530
Persistent link: https://www.econbiz.de/10012410102