An iterative procedure for solving integral equations related to optimal stopping problems. Belomestny, D. & Gapeev, P. V. Stochastics, 82(4):365–380, 2010.
An iterative procedure for solving integral equations related to optimal stopping problems [link]Paper  doi  bibtex   
@article {MR2739603,
    AUTHOR = {Belomestny, Denis and Gapeev, Pavel V.},
     TITLE = {An iterative procedure for solving integral equations related
              to optimal stopping problems},
   JOURNAL = {Stochastics},
  FJOURNAL = {Stochastics. An International Journal of Probability and
              Stochastic Processes},
    VOLUME = {82},
      YEAR = {2010},
    NUMBER = {4},
     PAGES = {365--380},
      ISSN = {1744-2508},
   MRCLASS = {65R20 (60G40 60J60 91G20)},
  MRNUMBER = {2739603},
       DOI = {10.1080/17442500903371002},
       URL = {https://doi.org/10.1080/17442500903371002},
}

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