"Randomized Optimal Stopping Algorithms and Their Convergence Analysis."

Christian Bayer et al. (2021)

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DOI: 10.1137/20M1373876

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type: Journal Article

metadata version: 2022-10-02

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Christian Bayer, Denis Belomestny, Paul Hager, Paolo Pigato, John Schoenmakers:
Randomized Optimal Stopping Algorithms and Their Convergence Analysis. SIAM J. Financial Math. 12(3): 1201-1225 (2021)

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