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"Pathwise Optimization for Optimal Stopping Problems."

Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi (2012)

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DOI: 10.1287/MNSC.1120.1551

access: closed

type: Journal Article

metadata version: 2020-06-30

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  - journals/mansci/DesaiFM12
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  - https://dblp.org/rec/journals/mansci/DesaiFM12
Vijay V. Desai, Vivek F. Farias, Ciamac Cyrus Moallemi:
Pathwise Optimization for Optimal Stopping Problems. Manag. Sci. 58(12): 2292-2308 (2012)

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