Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Crossref DOI link: https://doi.org/10.1007/s00780-022-00480-z
Published Online: 2022-06-10
Published Print: 2022-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Belomestny, Denis
Hübner, Tobias
Krätschmer, Volker
Funding for this research was provided by:
Universität Duisburg-Essen
Text and Data Mining valid from 2022-06-10
Version of Record valid from 2022-06-10
Article History
Received: 3 February 2021
Accepted: 5 December 2021
First Online: 10 June 2022