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20152026
most citedOptimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs

9 citations · 20 across the 11 of their papers we have counts for

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math.PR2016

Optimal stopping with f -expectations: the irregular case

Miryana Grigorova, Peter Imkeller, Youssef Ouknine +1

We consider the optimal stopping problem with non-linear -expectation (induced by a BSDE) without making any regularity assumptions on the reward process . and with general f…