Optimal stopping via pathwise dual empirical maximisation. Belomestny, D., Hildebrand, R., & Schoenmakers, J. Appl. Math. Optim., 79(3):715–741, 2019.
![Optimal stopping via pathwise dual empirical maximisation [link]](https://bibbase.org/img/filetypes/link.svg "link")
Paper doi bibtex 2 downloads
Paper doi bibtex 2 downloads @article {MR3951715,
AUTHOR = {Belomestny, Denis and Hildebrand, Roland and Schoenmakers,
John},
TITLE = {Optimal stopping via pathwise dual empirical maximisation},
JOURNAL = {Appl. Math. Optim.},
FJOURNAL = {Applied Mathematics and Optimization},
VOLUME = {79},
YEAR = {2019},
NUMBER = {3},
PAGES = {715--741},
ISSN = {0095-4616},
MRCLASS = {60G40 (60G17)},
MRNUMBER = {3951715},
DOI = {10.1007/s00245-017-9454-9},
URL = {https://doi.org/10.1007/s00245-017-9454-9},
}Downloads: 2
{"_id":"fSEaR4DWGZzu4Muqv","bibbaseid":"belomestny-hildebrand-schoenmakers-optimalstoppingviapathwisedualempiricalmaximisation-2019","authorIDs":["2WgyLmnYBuMFP4HPe","5df22cd51e4fe9df0100015d","5df7c08392a8e4df010000c3","5dfca36669d4b0de01000001","5e0538cd1965a8de01000024","5e0f233b96e707df01000070","5e1055efa28a75de01000055","5e131d2256233bde010000d6","5e15f16aefa1cddf010000eb","5e1601e4efa1cddf01000260","5e1cda12abed9bde01000089","5e2070b0fd802cde0100018c","5e26ffbe9667abde0100011b","5e2da7d7732e89de01000022","5e2ee6699033bede01000145","5e30021f5bfc8ede010000e0","5e3414f9ce4ca1de01000102","5e3ba67769c38bde010000a6","5e3c4ee0c798e0de010000da","5e411a7eb54187de01000054","5e42686ee4402ade01000023","5e4549faa96575df01000090","5e47c4956c5c7ede010000cd","5e4e0408cc196bde01000178","5e4ebd80d9cddadf0100009b","5e594840f5822adf01000068","7WEyM2pmuJWgK7zi6","7dNeJWfHFhnjWNE5b","E9fh6iFd7uDjihKwc","ECwQceZg6Dt3aDooJ","EfLFmBwH4H7ns26SJ","FdsAWanwHtKY7ZALe","GBB7qAyMn5WWcPw27","HqnXhNat6JB24zFZw","KQ8DqhQXF9rXCbzxJ","L4Z6x8qX7awuyax9e","PX2z7BGLSJYrhPYQX","QMDcbTNRERGi2bAfE","QhD2AwfzncycnDGAA","RbeQNwcGbQn48a9ay","RoXocTePheBagttwp","TGeY6XTqiT8Ghva8m","TQomMNzLCzNDuNmJr","TngNZWBBZPtBc2Cch","WCh2g8po27q6bpcYc","WvyvnJTD77PYPpvRk","X6wLdRZLDBk96gRWH","XnchBCwMQYzaexA79","XrWkkqiK6aEkXFiz6","YqPQsCvY3M4c5cP6E","Yxq95b6iRJiApHpcd","aArAN2bXg3R9hZaWt","aHTdjFqRwfB8ywLRu","aRchc4hJPpdE4RYEZ","bgDRgYCYi379Wrmeb","dn4G8mQjCdzjz7isR","eXicNjeDgCBaW2kZs","f8Q9f2JERsSbcse3h","h3KcyYEac4YyHYbRR","koEpP8Lo642ytBukX","mQonGvYjqfeiCPMJ3","nEPzHvfeei9SN4JAD","nwRDCLPnwymAQeSaQ","poDhstb8QZMuQMuWN","sBggksvn2kprQY5rr","sbjvsca9vXDfwpvj3","vop2pmQP6kc4vrQTx","wnQBhe669ixG8Gi45","xjesB2ZzBLmEeGYXn","xm9YRAZQbYzwgG37x","yZrsjyzhdgibTkAra","zKoLEJ8bynJ9piNB7","zbb8qWhqSkqJ4ZYLj","zvSiq2Lqwwvy5AqKq","zw4EzuqY69LXgipqj"],"author_short":["Belomestny, D.","Hildebrand, R.","Schoenmakers, J."],"bibdata":{"bibtype":"article","type":"article","author":[{"propositions":[],"lastnames":["Belomestny"],"firstnames":["Denis"],"suffixes":[]},{"propositions":[],"lastnames":["Hildebrand"],"firstnames":["Roland"],"suffixes":[]},{"propositions":[],"lastnames":["Schoenmakers"],"firstnames":["John"],"suffixes":[]}],"title":"Optimal stopping via pathwise dual empirical maximisation","journal":"Appl. Math. Optim.","fjournal":"Applied Mathematics and Optimization","volume":"79","year":"2019","number":"3","pages":"715–741","issn":"0095-4616","mrclass":"60G40 (60G17)","mrnumber":"3951715","doi":"10.1007/s00245-017-9454-9","url":"https://doi.org/10.1007/s00245-017-9454-9","bibtex":"@article {MR3951715,\n AUTHOR = {Belomestny, Denis and Hildebrand, Roland and Schoenmakers,\n John},\n TITLE = {Optimal stopping via pathwise dual empirical maximisation},\n JOURNAL = {Appl. Math. Optim.},\n FJOURNAL = {Applied Mathematics and Optimization},\n VOLUME = {79},\n YEAR = {2019},\n NUMBER = {3},\n PAGES = {715--741},\n ISSN = {0095-4616},\n MRCLASS = {60G40 (60G17)},\n MRNUMBER = {3951715},\n DOI = {10.1007/s00245-017-9454-9},\n URL = {https://doi.org/10.1007/s00245-017-9454-9},\n}\n\t\t\n\n\n","author_short":["Belomestny, D.","Hildebrand, R.","Schoenmakers, J."],"key":"MR3951715","id":"MR3951715","bibbaseid":"belomestny-hildebrand-schoenmakers-optimalstoppingviapathwisedualempiricalmaximisation-2019","role":"author","urls":{"Paper":"https://doi.org/10.1007/s00245-017-9454-9"},"metadata":{"authorlinks":{"belomestny, d":"https://denbel.github.io/Publications"}},"downloads":2},"bibtype":"article","biburl":"https://denbel.github.io/pubdata.bib","creationDate":"2019-12-12T12:08:29.205Z","downloads":2,"keywords":[],"search_terms":["optimal","stopping","via","pathwise","dual","empirical","maximisation","belomestny","hildebrand","schoenmakers"],"title":"Optimal stopping via pathwise dual empirical maximisation","year":2019,"dataSources":["PQTjMhEY5a6W9ve3v","cbSQWShtd2dER8vAa"]}