Discrete Time Approximations of Continuous Time Finite Horizon Stopping Problems (Q4593613): Difference between revisions

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-Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
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@@ Property / author @@
+Łukasz Stettner
@@ Property / author: Łukasz Stettner / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/978-0-8176-8337-5_16
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+W2294404220
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+Q3935745
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+Q4895161
@@ Property / cites work: Q4895161 / rank @@
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@@ Property / cites work @@
+Q5342182
@@ Property / cites work: Q5342182 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping of a Markov Process
@@ Property / cites work: Optimal Stopping of a Markov Process / rank @@
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@@ Property / cites work @@
+Pricing American Options: A Duality Approach
@@ Property / cites work: Pricing American Options: A Duality Approach / rank @@
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@@ Property / cites work @@
+Processus de Markov
@@ Property / cites work: Processus de Markov / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Horizon Optimal Stopping of Time-Discontinuous Functionals with Applications to Impulse Control with Delay
+Normal rank
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+Stopping of functionals with discontinuity at the boundary of an open set
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@@ Property / cites work @@
+Q4182645
@@ Property / cites work: Q4182645 / rank @@
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+Monte Carlo valuation of American options
@@ Property / cites work: Monte Carlo valuation of American options / rank @@
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+Dual Valuation and Hedging of Bermudan Options
@@ Property / cites work: Dual Valuation and Hedging of Bermudan Options / rank @@
+Normal rank
@@ Property / cites work @@
+Zero-sum Markov games with stopping and impulsive strategies
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@@ Property / cites work @@
+Penalty Method for Finite Horizon Stopping Problems
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:4593613