"Discrete-type approximations for non-Markovian optimal stopping problems: ..."

Dorival Leão, Alberto Ohashi, Francesco Russo (2019)

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DOI: 10.1017/JPR.2019.57

access: closed

type: Journal Article

metadata version: 2020-04-16

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Dorival Leão, Alberto Ohashi, Francesco Russo:
Discrete-type approximations for non-Markovian optimal stopping problems: Part I. J. Appl. Probab. 56(4): 981-1005 (2019)

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