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Discrete-time risk-aware optimal switching with non-adapted costs
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- Journal:
- Advances in Applied Probability / Volume 54 / Issue 2 / June 2022
- Published online by Cambridge University Press:
- 06 June 2022, pp. 625-655
- Print publication:
- June 2022
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Solving finite time horizon Dynkin games by optimal switching
- Part of
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- Journal:
- Journal of Applied Probability / Volume 53 / Issue 4 / December 2016
- Published online by Cambridge University Press:
- 09 December 2016, pp. 957-973
- Print publication:
- December 2016
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- Article
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