Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps

Roxana Dumitrescu, Christoph Reisinger, Yufei Zhang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)
122 Downloads (Pure)

Fingerprint

Dive into the research topics of 'Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps'. Together they form a unique fingerprint.

Mathematics