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]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},
}

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