10-13 Jan 2017 Paris (France)
A Monotonicity Principle for the Distribution Constrained Optimal Stopping Problem
Mathias Beiglböck  1  
1 : TU Wien

A Monotonicity Principle for the Distribution Constrained Optimal Stopping Problem

Subject : : Invited talk in a mini-symposium
Topics : Model Risk & Robustness
  • Presentation
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