Solving optimal stopping problems via empirical dual optimization

Belomestny, Denis . The Annals of Applied Probability 2013. 23 (5) :1988-2019

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Bibtex

@article{CIS-319507,
  Author = {Belomestny, Denis},
  Title = {Solving optimal stopping problems via empirical dual optimization},
  Journal = {The Annals of Applied Probability},
  Volume = {23},
  Number = {5},
  Year = {2013},
  Pages = {1988--2019},
  Keywords = {}
}

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