Optimal stopping for dynamic convex risk measures

Illinois Journal of Mathematics

Volumn 54, Issue 3, 2010, Pages 1025-1067

  Bayraktar, Erhan ^a   Karatzas, Ioannis ^b,c   Yao, Song ^d  

^a UNIVERSITY OF MICHIGAN   (United States)

^b Intech Investment Management   (United States)

^c Och Spine at New York Presbyterian Hospitals   (United States)

^d UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84861785838     PISSN: 00192082     EISSN: None     Source Type: Journal    
DOI: 10.1215/ijm/1336049984     Document Type: Article

References (23)

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