Optimal Stopping Under Model Ambiguity: A Time-consistent Equilibrium Approach

Keyphrases

• Optimal Stopping 100%
• Equilibrium Approach 100%
• Model Ambiguity 100%
• Ambiguity Attitude 100%
• Time-consistent Equilibrium 100%
• Ambiguity-averse 66%
• Measurability 33%
• Uncertain Environment 33%
• Time Inconsistency 33%
• Subgame Perfect Equilibrium 33%
• Sample Path 33%
• Fixed-point Iteration 33%
• Drift Uncertainty 33%
• Volatility Uncertainty 33%
• Canonical Space 33%
• Capacity Theory 33%
• Nonlinear Expectation 33%
• Projection Theorem 33%
• One-dimensional Diffusion 33%
• Stopping Problem 33%
• Real Option Valuation 33%
• Diffusion with Drift 33%
• Max-min 33%
• Unconventional Approaches 33%

Economics, Econometrics and Finance

• Search Theory 100%
• Real Options Analysis 50%
• Volatility 50%