"On the Approximation of Optimal Stopping Problems with Application to ..."

Michael D. Marcozzi (2001)

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DOI: 10.1137/S1064827599364647

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type: Journal Article

metadata version: 2020-07-30

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Michael D. Marcozzi:
On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics. SIAM J. Sci. Comput. 22(5): 1865-1884 (2001)

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