Discrete-type approximations for non-Markovian optimal stopping problems: Part II
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Cited by:
- Bradley Sturt, 2021. "A nonparametric algorithm for optimal stopping based on robust optimization," Papers 2103.03300, arXiv.org, revised Mar 2023.
- Sérgio C. Bezerra & Alberto Ohashi & Francesco Russo & Francys Souza, 2020. "Discrete-type Approximations for Non-Markovian Optimal Stopping Problems: Part II," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 1221-1255, September.
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