Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Long-time asymptotic behaviour of the value function in nonlinear
  stopping problems   We provide general conditions ensuring that the value functions of some
nonlinear stopping problems with finite horizon converge to the value functions
of the corresponding problems with infinite horizon. Our result can be
formulated as result on stability, with respect to time horizon, of nonlinear
$f$-expectations. We also study the rate of convergence. Many examples are
given to illustrate our results. They include the analysis of time asymptotics
of the fair prices of American options in a multidimensional exponential L\'evy
model.

13
The categories of this paper are: quant-ph
16
The categories of this paper are: stat
22
The categories of this paper are: chao-dyn
1
The categories of this paper are: cs
37
The categories of this paper are: supr-con
19
The categories of this paper are: eess
10
The categories of this paper are: q-bio
12
The categories of this paper are: nucl-th
29
The categories of this paper are: funct-an
25
The categories of this paper are: patt-sol
24
The categories of this paper are: dg-ga
18
The categories of this paper are: econ
20
The categories of this paper are: acc-phys
31
The categories of this paper are: ao-sci
15
The categories of this paper are: nucl-ex
9
The categories of this paper are: nlin