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

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Veröffentlicht in:	Electronic communications in probability 2020-01, Vol.25 (none)
Hauptverfasser:	Grigorova, Miryana, Imkeller, Peter, Ouknine, Youssef, Quenez, Marie-Claire
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics Probability
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container_title	Electronic communications in probability
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creator	Grigorova, Miryana Imkeller, Peter Ouknine, Youssef Quenez, Marie-Claire
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doi_str_mv	10.1214/20-ECP328
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source	DOAJ Directory of Open Access Journals; Elektronische Zeitschriftenbibliothek - Frei zugängliche E-Journals; Project Euclid Open Access
subjects	Mathematics Probability
title	On the strict value of the non-linear optimal stopping problem
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