| Optimal stopping under g-expectation with constraints | |
| Wu, H. | |
| 刊名 | Operations Research Letters: A Journal of the Operations Research Society of America
 |
| 2013 | |
| 卷号 | 41期号:2页码:164-171 |
| 关键词 | ~(gΓ)-expectation Constrained BSDE Optimal stopping |
| DOI | 10.1016/j.orl.2012.12.009 |
| URL标识 | 查看原文 |
| 内容类型 | 期刊论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5152178 |
| 专题 | 山东大学 |
| 作者单位 | School of Mathematics, Shandong University, Jinan 250100, China |
| 推荐引用方式 GB/T 7714 | Wu, H.. Optimal stopping under g-expectation with constraints[J]. Operations Research Letters: A Journal of the Operations Research Society of America,2013,41(2):164-171. |
| APA | Wu, H..(2013).Optimal stopping under g-expectation with constraints.Operations Research Letters: A Journal of the Operations Research Society of America,41(2),164-171. |
| MLA | Wu, H.."Optimal stopping under g-expectation with constraints".Operations Research Letters: A Journal of the Operations Research Society of America 41.2(2013):164-171. |
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