Discrete-type approximations for non-Markovian optimal stopping problems: Part I - Archive ouverte HAL
Article Dans Une Revue Journal of Applied Probability Année : 2019

Discrete-type approximations for non-Markovian optimal stopping problems: Part I

Dorival Leão
  • Fonction : Auteur
Alberto Ohashi
  • Fonction : Auteur

Dates et versions

hal-02572450 , version 1 (13-05-2020)

Identifiants

Citer

Dorival Leão, Alberto Ohashi, Francesco Russo. Discrete-type approximations for non-Markovian optimal stopping problems: Part I. Journal of Applied Probability, 2019, 56 (4), pp.981-1005. ⟨10.1017/jpr.2019.57⟩. ⟨hal-02572450⟩
36 Consultations
0 Téléchargements

Altmetric

Partager

More