Randomized optimal stopping algorithms and their convergence analysis. Bayer, C., Belomestny, D., Hager, P., Pigato, P., & Schoenmakers, J. SIAM J. Financial Math., 12(3):1201–1225, 2021. Q1 quartile
Paper doi bibtex 1 download @article {MR4309858,
AUTHOR = {Bayer, Christian and Belomestny, Denis and Hager, Paul and
Pigato, Paolo and Schoenmakers, John},
TITLE = {Randomized optimal stopping algorithms and their convergence
analysis},
JOURNAL = {SIAM J. Financial Math.},
FJOURNAL = {SIAM Journal on Financial Mathematics},
VOLUME = {12},
YEAR = {2021},
NUMBER = {3},
PAGES = {1201--1225},
MRCLASS = {91G60 (60G40 60J05 65C05 65C30)},
MRNUMBER = {4309858},
MRREVIEWER = {Mahdieh Tahmasebi},
DOI = {10.1137/20M1373876},
URL = {https://doi.org/10.1137/20M1373876},
note={Q1 quartile}
}
Downloads: 1
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