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	Optimal stopping rule meets ambiguity
	Chen Z.; Tian W.; Zhao G.
刊名	Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two
	2013
页码	97-125
关键词	Ambiguity Optimal stopping
DOI	10.3233/978-1-61499-238-7-97
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/5168571
专题	山东大学
作者单位	1.School of Mathematics, Shandong University, Jinan, 250100, China 2.Belk College of Business, University of North Carolina at Charlo
推荐引用方式 GB/T 7714	Chen Z.,Tian W.,Zhao G.. Optimal stopping rule meets ambiguity[J]. Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two,2013:97-125.
APA	Chen Z.,Tian W.,&Zhao G..(2013).Optimal stopping rule meets ambiguity.Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two,97-125.
MLA	Chen Z.,et al."Optimal stopping rule meets ambiguity".Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two (2013):97-125.

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