On the Robustness of the Snell Envelope (Q5388677)
From MaRDI portal
scientific article; zbMATH DE number 6025775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Robustness of the Snell Envelope |
scientific article; zbMATH DE number 6025775 |
Statements
On the Robustness of the Snell Envelope (English)
0 references
19 April 2012
0 references
Snell envelope
0 references
optimal stopping
0 references
American option pricing
0 references
genealogical trees
0 references
interacting particle model
0 references
