Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm
Year of publication: |
2020
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---|---|
Authors: | Belomestny, Denis ; Kaledin, Maxim ; Schoenmakers, John |
Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 30.2020, 4 (27.05.), p. 1591-1616
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Publisher: |
Wiley |
Saved in:
Online Resource
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