Optimal stopping via pathwise dual empirical maximisation. Belomestny, D., Hildebrand, R., & Schoenmakers, J. Appl. Math. Optim., 79(3):715–741, 2019.
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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
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