Discrete-type approximations for non-Markovian optimal stopping problems. I (Q5205938)
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scientific article; zbMATH DE number 7143958
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| English | Discrete-type approximations for non-Markovian optimal stopping problems. I |
scientific article; zbMATH DE number 7143958 |
Statements
Discrete-type approximations for non-Markovian optimal stopping problems: Part I (English)
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17 December 2019
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optimal stopping
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stochastic optimal control
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fractional Brownian motion
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0.9086130857467652
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0.8172374963760376
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0.8108237981796265
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0.8086695075035095
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0.8071486353874207
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