"Stochastic mesh method for optimal stopping problems."

Yuri N. Kashtanov (2017)

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DOI: 10.1515/MCMA-2017-0107

access: closed

type: Journal Article

metadata version: 2020-07-03

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Yuri N. Kashtanov:
Stochastic mesh method for optimal stopping problems. Monte Carlo Methods Appl. 23(2): 121 (2017)

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