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Robust multiple stopping — A duality approach

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  • Laeven, R.J.A.

    (Tilburg University, School of Economics and Management)

  • Schoenmakers, John G.M.
  • Schweizer, Nikolaus

    (Tilburg University, School of Economics and Management)

  • Stadje, M.A.

    (Tilburg University, School of Economics and Management)

Abstract

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  • Laeven, R.J.A. & Schoenmakers, John G.M. & Schweizer, Nikolaus & Stadje, M.A., 2024. "Robust multiple stopping — A duality approach," Other publications TiSEM 132c6688-3f07-47d8-a4dc-b, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:132c6688-3f07-47d8-a4dc-b8c5b32ba838
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    References listed on IDEAS

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    Cited by:

    1. Roger J. A. Laeven & Emanuela Rosazza Gianin & Marco Zullino, 2024. "Geometric BSDEs," Papers 2405.09260, arXiv.org, revised Jul 2024.

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