On the strict value of the non-linear optimal stopping problem - Archive ouverte HAL
Article Dans Une Revue Electronic Communications in Probability Année : 2020

On the strict value of the non-linear optimal stopping problem

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hal-03945980 , version 1 (18-01-2023)

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Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez. On the strict value of the non-linear optimal stopping problem. Electronic Communications in Probability, 2020, 25 (none), ⟨10.1214/20-ecp328⟩. ⟨hal-03945980⟩
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