Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm. Belomestny, D., Kaledin, M., & Schoenmakers, J. Math. Finance, 30(4):1591–1616, 2020.
Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm [link]Paper  doi  bibtex   
@article {MR4154780,
    AUTHOR = {Belomestny, Denis and Kaledin, Maxim and Schoenmakers, John},
     TITLE = {Semitractability of optimal stopping problems via a weighted
              stochastic mesh algorithm},
   JOURNAL = {Math. Finance},
  FJOURNAL = {Mathematical Finance. An International Journal of Mathematics,
              Statistics and Financial Economics},
    VOLUME = {30},
      YEAR = {2020},
    NUMBER = {4},
     PAGES = {1591--1616},
      ISSN = {0960-1627},
   MRCLASS = {91G60 (60G40 60H30 91G20)},
  MRNUMBER = {4154780},
       DOI = {10.1111/mafi.12271},
       URL = {https://doi.org/10.1111/mafi.12271},
}

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