Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions
Author:
Affiliation:
1. Department of Mathematics, University of Michigan, Ann Arbor, MI 48109-1109 USA (, ).
2. School of Mathematics and Statistics, University of Sydney, Sydney, Australia ().
Funder
National Science Foundation
Susan M. Smith chair
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Reference16 articles.
1. Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case
2. Equilibrium concepts for time‐inconsistent stopping problems in continuous time
3. On Finding Equilibrium Stopping Times for Time-Inconsistent Markovian Problems
4. On time-inconsistent stopping problems and mixed strategy stopping times
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