Optimal Stopping via Pathwise Dual Empirical Maximisation
- 期刊名称Applied Mathematics & Optimization
- 作者Belomestny, Denis; Hildebrand, Roland; Schoenmakers, John
- 印刷ISSN0095-4616
- 电子ISSN1432-0606
- 文件大小623.53KB
- 发表时间2017-11-8
- DOI10.1007/s00245-017-9454-9
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