The lower Snell envelope of smooth functions: an optional decomposition (Q1748562)
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scientific article; zbMATH DE number 6867810
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| default for all languages | No label defined |
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| English | The lower Snell envelope of smooth functions: an optional decomposition |
scientific article; zbMATH DE number 6867810 |
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The lower Snell envelope of smooth functions: an optional decomposition (English)
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11 May 2018
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lower Snell envelope
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optimal stopping
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semimartingales
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0.7825876474380493
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0.7806856036186218
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0.7802255153656006
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0.7793192863464355
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0.7699621319770813
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