Optimal Stopping via Pathwise Dual Empirical Maximisation
Crossref DOI link: https://doi.org/10.1007/s00245-017-9454-9
Published Online: 2017-11-08
Published Print: 2019-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Belomestny, Denis
Hildebrand, Roland
Schoenmakers, John
Text and Data Mining valid from 2017-11-08
Article History
First Online: 8 November 2017