"Semi-tractability of optimal stopping problems via a weighted stochastic ..."

Denis Belomestny, Maxim Kaledin, John Schoenmakers (2019)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2022-06-21

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-1906-09431
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  - https://dblp.org/rec/journals/corr/abs-1906-09431
Denis Belomestny, Maxim Kaledin, John Schoenmakers:
Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm. CoRR abs/1906.09431 (2019)

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